12. The identification problem and parameter estimation

Kapitel in diesem Buch

1. Frontmatter I
2. Preface VII
3. Contents IX
4. Part One
5. 1. Preliminaries 1
6. 2. Understanding Linear Regression and Correlation 29
7. 3. Various testing sequences 60
8. 4. Indicators of trouble in regression 80
9. 5. Overcoming problems in regression 92
10. Part Two
11. 6. Matrix algebra: visual arithmetic 115
12. 7. Multiple regression 138
13. 8. Various testing sequences : multivariate situations 160
14. 9. Other regression models 186
15. Part Three
16. 10. Multiequation recursive models 217
17. 11. Structural models and the identification problem 239
18. 12. The identification problem and parameter estimation 260
19. Index 281