Structural Sensitivity in Econometric Models

by Edwin Kuh

This reference assesses the value of linear dynamic system analysis for understanding how complex econometric models work. Emphasizing methodology in the context of a medium-sized econometric model, the Michigan Quarterly Econometric Model of the U.S., it examines various analytical techniques, including systematic assessment of parameter sensitivity, sorting-out procedures, and some properties of the MQEM. The book augments the standard black box...

• Format: Hardcover
• Language: English
• ISBN: 0471819301
• ISBN13: 9780471819301
• Release Date: January 1985
• Publisher: John Wiley & Sons
• Length: 336 Pages