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Statistische Analyse Okonometrischer Ungleichgewichtsmodelle

Statistische Analyse Okonometrischer Ungleichgewichtsmodelle (Paperback)

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Synopsis

Das vorliegende Buch gibt eine umfassende Darstellung der in der okonometrischen Literatur gebrauchlichen Ungleichgewichtsmodelle zusammen mit einer eingehenden theoretisch-statistischen Analyse der Identifizierbarkeits- und Schatzproblematik. Es werden 1-Markt- und 2-Markt-Modelle betrachtet, wobei jeweils sechs charakteristische Modellklassen unterschieden werden: Die statistischen Modelle lassen sich nach einer in der Literatur ublichen Klassifizierung einteilen in solche des Typs I, II, III und IV, hinzu kommen die Modelle mit kontrollierten Preisen. Die sechste Klasse bilden die dynamischen Modelle. Der in der Ungleichgewichtsliteratur ziemlich vernachlassigte Aspekt der Identifizierbarkeit der zu schatzenden Modellparameter wird anhand verbesserter Identifizierbarkeitskriterien fur nichtlineare Modelle diskutiert. Die ublicherweise in der einschlagigen Literatur vorgeschlagene Schatzmethode ist die Maximum-Likelihood-Schatzung: da die Maximierung der hochgradig nichtlinearen Likelihoodfunktionen jedoch iterative Verfahren und damit gute Anfangsschatzer fur die Parameter erfordert, werden hier in erster Linie die Anwendung teilweise neuer zweistufiger Schatzverfahren und deren asymptotische Eigenschaften untersucht.

BusinessEconomicsEconomic theory & philosophyScience & MathematicsMathematicsProbability & statistics Publisher: Physica-Verlag GmbH & Co Publication Date: 14/02/1989 ISBN-13: 9783790804256  Details: Type: Paperback Format: Books
Availability: To Order. Estimated despatch in 1-3 weeks.  

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