Functional structure and approximation in econometrics [electornic resources] / edited by J.M. Binner.
- 其他作者：
- 出版： Bingley, U.K. : Emerald 2004.
- 叢書名： Contributions to economic analysis ,v. 261
- 主題： Business & Economics--Econometrics , Econometrics , Econometrics
- ISBN： 9781849508421
- URL：
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- 一般註：Includes bibliographical references (p. 617-646) and indexes 99年度中區共購共享電子書 The three-dimensional global properties of the minflex laurent, generalized leontief and translog flexible functional forms1 / Michael D. Wolfe -- The global properties of the two minflex laurent flexible functional forms / Michael Wolfe -- The Miintz-Szatz demand system : an application of aglobally well-behaved series expansion1 / Andrew B. Jonas -- Semi-parametric estimation of the Asymptotically Ideal Model : the AIM demand system / Piyu Yue -- Semi-nonparametric Bayesian estimation of the Asymptotically Ideal Model : the AIM demand system / Piyu Yue -- Recursive subaggregation anda generalized hypocycloidal demand model1 / William A. Barnett -- A Monte Carlo study of tests of blockwise weak separability / Seungmook Choi -- The recent reappearance of the homotheticity restriction on preferences / William A. Barnett -- Semi-nonparametric Bayesian estimation of the Asymptotically Ideal Production Model1/ Michael Wolfe -- Financial firm production of monetary services : a generalized symmetric Barnett variable profit function approach / JeongHo Hahm -- Financial firm's production and supply-side monetary aggregation under dynamic uncertainty / Ge Zhou -- The joint allocation of leisure and goods expenditure / W.A. Barnett -- Tastes and technology : curvature is not sufficient for regularity / William A. Barnett -- Pollak and Wachter on the household production function approach / William A. Barnett -- Maximum likelihood and iterated Aitken estimation of nonlinear systems of equations / William A. Barnett -- A test of normality in nonlinear systems of consumer demand equations / William A. Barnett -- Random sets and confidence procedures / William A. Barnett -- The aggregation-theoretic monetary aggregates are chaotic and have strange attractors : an econometric application of mathematical chaos / Ping Chen -- Robustness of nonlinearity and chaos tests to measurement error, inference method, land sample size / Mark J. Jensen -- Time series cointegration tests
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讀者標籤：
- 系統號： 000218742 | 機讀編目格式
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摘要註
Economic theory defines and constrains admissible functional form and functional structure throughout the economy. Constraints on behavioral functions of individual economic agents and on the recursive nesting of those behavioral functions often are derived directly from economic theory. Theoretically implied constraints on the properties of equilibrium stochastic solution paths also are common, although are less directly derived. In both cases, the restrictions on relevant function spaceshave implications for econometric modeling and for the choice of hypotheses to be tested and potentially imposed. This book contains state-of-the-art cumulative research and results on functional structure, approximation, and estimation: for (1) individual economic agents, (2) aggregation over those agents, and (3) equilibrium solution stochastic processes. A: Functional Structure Modeling, Aggregation, and Estimation. Over the past 25 years, William Barnett, who is a coeditor of this volume, has advanced the state of the art of this subject in many directions.He has contributed many new modeling and inference approaches, such asthe Laurent series flexible functional form approach, the Muntz-Szatz series seminonparametric approach, the generalized hypocycloidal utility tree approach, and an aggregated convergence approach within the space of stochastic differential equations. Many of Barnett's innovations contain the earlier Taylor series and CES approaches as nested special cases. Healso has contributed extensively to the literature on aggregation over approximating specificationsin econometrics, as well as to aggregation over economic agents and goods in economic theory. In addition, his work in those areas has motivated new approaches by others, suchas the generalized symmetric Barnett approach originated by Diewert and Wales (1987). Part 1 of this book contains Barnett'scontributions tofunctional structure modeling and estimation for consumers, while Part2 contains his c
