Extending Instrumental Variable Method for Effective Economic Modelling
نویسندگان
چکیده
منابع مشابه
Extending Instrumental Variable Method for Effective Economic Modelling
Economic modeling that yields practical value must cater for effects caused by exogenous variables. AutoRegressive eXogenous approach (ARX) has been widely used in regional economic studies. Instrumental Variable Method is regarded as a preferential method to parametric estimation in ARX modeling. However, traditional instrumental variable methods can only handle single variable which has limit...
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ژورنال
عنوان ژورنال: Int'l J. of Communications, Network and System Sciences
سال: 2012
ISSN: 1913-3715,1913-3723
DOI: 10.4236/ijcns.2012.54027