Accession Number : AD0748793

Title :   Structural Estimation by K-Class Methods and Reduced Form Forecasting.

Descriptive Note : Doctoral thesis,

Corporate Author : CENTER FOR NAVAL ANALYSES ARLINGTON VA

Personal Author(s) : Brown,George F. , Jr

Report Date : AUG 1972

Pagination or Media Count : 223

Abstract : Models involving a system of simultaneous linear equations have been employed in a wide variety of research efforts; their uses in economics range from the studies of particular markets to the study of entire national economies. One important reason for constructing and estimating such models is forecasting. Estimators within the k-class, including ordinary least squares, and limited information maximum likelihood, are frequently employed to obtain estimates of the structural parameters. (Author)

Descriptors :   (*ECONOMICS, MATHEMATICAL PREDICTION), SIMULTANEOUS EQUATIONS, LEAST SQUARES METHOD, MONTE CARLO METHOD, DECISION THEORY, MATHEMATICAL MODELS, MATRICES(MATHEMATICS), THEOREMS

Subject Categories : Economics and Cost Analysis

Distribution Statement : APPROVED FOR PUBLIC RELEASE