<図書>
Instrumental variables
責任表示 | Roger J. Bowden and Darrell A. Turkington |
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シリーズ | Econometric Society monographs in quantitative economics ; no. 8 |
データ種別 | 図書 |
出版情報 | Cambridge [Cambridgeshire] ; New York : Cambridge University Press , 1984 |
本文言語 | 英語 |
大きさ | viii, 227 p. : ill. ; 24 cm |
概要 | Recent advances in establishing the nature and scope of estimators in econometrics have shed more light on the importance of instrumental variables. In this book, the authors argue that such methods m...y be regarded as a strong organising principle for a wide variety of estimation and hypothesis testing problems in econometrics and statistics. In support of this claim they present and develop the methodology of instrumental variables in its most general and explanatory form. They show, for instance, that techniques commonly used to handle simultaneity and related problems can be reduced to one of two generic variables of instrumental variables estimators, allowing them to explore further the conditions under which different proposed estimators are efficient. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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中央図 自動書庫 | 417.5/B 68-1/1 | 1984 |
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068172185004595 |
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書誌詳細
一般注記 | Includes bibliographies (p. 211-218) and index |
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著者標目 | *Bowden, Roger J. (Roger John), 1943- Turkington, Darrell A. |
件 名 | LCSH:Instrumental variables (Statistics) |
分 類 | LCC:HB139 DC19:519.5/35 |
書誌ID | 1000524768 |
ISBN | 0521262410 |
NCID | BA03400246 |
巻冊次 | ISBN:0521262410 |
登録日 | 2009.09.14 |
更新日 | 2009.09.14 |