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Functional structure and approximation in econometrics

Author: W A Barnett; Jane M Binner
Publisher: Bingley, U.K. : Emerald, 2004.
Series: Contributions to economic analysis, v. 261.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
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  Read more...
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Genre/Form: Electronic books
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: W A Barnett; Jane M Binner
ISBN: 9781849508421 1849508429 9780444508614 0444508619
OCLC Number: 689057202
Description: 1 online resource (xxxvi, 673 pages).
Contents: 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 a globally 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 and a 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 / Jeong Ho 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 and nonlinearity / Travis D. Nesmith --
Has chaos been discovered with economic data? / Melvin J. Hinich --
A single-blind controlled competition among tests for nonlinearity and chaos / Mark J. Jensen --
Definitions of second-order approximation and of flexible functional form / W.A. Barnett --
The global properties of the minflex laurent, generalized leontief, and translog flexible functional forms / J.M. Binner --
The differential approach / W.A. Barnett --
The minflex laurent translog flexible functional form / W.A. Barnett.
Series Title: Contributions to economic analysis, v. 261.
Responsibility: edited by J.M. Binner.

Abstract:

This book contains state-of-the-art cumulative research and results on functional structure, approximation and estimation for: individual economic agents; aggregation over those agents; and  Read more...

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Twenty-six papers by William A. Barnett present state-of-the-art cumulative research and results on functional structure, approximation, and estimation in econometrics. Journal of Economic Read more...

 
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