'Reduced form equations' presentation slideshows

Chapter 6

Chapter 6. Multivariate models. Simultaneous Equations Models. Models we have seen before were single equations models: y = X ? + u All variables contained in X are assumed to be EXOGENOUS. y is an ENDOGENOUS variable. Example from economics - the demand and supply of a good:

753 views • 63 slides

Economics 310

440 views • 21 slides

Financial Econometrics

Financial Econometrics. Introduction to Systems Approach. Introduction. Describe the essential elements of using financial data to do econometrics. Explain the problems associated with simultaneous equation estimation.

186 views • 12 slides