Data/hora: 21/06/2024 03:12:23

Biblioteca(s): 	Embrapa Mandioca e Fruticultura.	
Data corrente: 	26/06/1996	
Data da última atualização: 	26/06/1996	
Autoria: 	JUDGE, G. G.; HILL, R. C.; GRIFFITHS, W. E.; LUTKEPOHL, H.; LEE, T.-C.	
Título: 	Sets of linear statistical models.	
Edição: 	2. ed	
Ano de publicação: 	1988	
Fonte/Imprenta: 	Introduction to the theory and Practice of Econometrics. New York: 1988.	
Páginas: 	p.443-496	
Idioma: 	Inglês	
Conteúdo: 	In most of the earlier chapters we concentrated on estimation and hypothesis testing for the parameter vector B in the single equation model y=XB + e. Different estimation methods and tests were considered, depeding on what further assumptions were made about the disturbance convariance matrix E[ee]. In this Chapter we turn to a situation where there is more than one equation to estimate. For example, interest might center on demand equations for a number of commodities, investment functions a number of firms, or consumption functions for subsets of the population. Suppose that time-series data suitable for estimation of a number of demand equations are available. The disturbances in these different equations at a given time are likely to reflect some common unmeasurable or omitted factors, and hence could be correlated. The same is also likely to be true when time-series observations are used to estimate different investment functions for different firms, different consumption functions for different subsets of the population, or many other examples. 	
Categoria do assunto: 	--	
Registro original: 	Embrapa Mandioca e Fruticultura (CNPMF)	
Exemplares: 	CNPMF - (16678-1) - ADC - SP - -- - S5830 -  - S5830 - DIS