Topics in applied econometrics:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Oxford
Blackwell
1979
|
| Edition: | 2. ed. |
| Subjects: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=001903087&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Physical Description: | 166 S. graph. Darst. |
| ISBN: | 0631125213 063112621X |
Staff View
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Record in the Search Index
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|---|---|
| adam_text | CONTENTS
PREFACE
I The consumption function
Introduction 1
Estimates of the simple linear consumption function 4
The relative income hypothesis 7
Dynamic specifications 10
The permanent income hypothesis 13
Aggregate time series estimates under the permanent
income hypothesis 19
Tests based on a re interview savings survey 23
Estimates based on the Oxford savings survey 27
Recent experience 30
liquid assets and wealth 32
Inflation effects 34
II The production function
Introduction 38
Properties of the neoclassical production function 39
The Cobb Douglas production function 42
The economic model 44
The statistical model 50
Reduced form estimation: returns to scale in
electricity supply 53
Estimation from factor shares 59
Time series studies 61
Technical change 63
The CES production function 67
Estimation of the elasticity of substitution 71
Estimation of CES and other functional forms 76
III The investment function
Introduction: accelerator models 81
Distributed lag functions 85
Neoclassical models 95
The Jorgenson investment function 101
Calculation of policy effects 106
Tests of Jorgenson s maintained hypotheses 109
Endogeneity and dynamics 113
Dynamic factor demands 116
IV Simultaneous equation systems
Introduction 121
A demand and supply model: the U.S. watermelon
market 122
Macroeconometric models 126
Forecasting, dynamic multipliers and policy analysis 132
An illustration: Klein Model I 139
General dynamic models 142
Non linear models 149
Stochastic simulation 154
Forecast comparisons 157
REFERENCES 162
INDEX OF NAMES 167
|
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| discipline | Wirtschaftswissenschaften |
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| id | DE-604.BV003038721 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T07:57:48Z |
| institution | BVB |
| isbn | 0631125213 063112621X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-001903087 |
| oclc_num | 476821208 |
| open_access_boolean | |
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| physical | 166 S. graph. Darst. |
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| publishDate | 1979 |
| publishDateSearch | 1979 |
| publishDateSort | 1979 |
| publisher | Blackwell |
| record_format | marc |
| spellingShingle | Wallis, Kenneth Frank 1938- Topics in applied econometrics Ökonometrie (DE-588)4132280-0 gnd Anwendung (DE-588)4196864-5 gnd |
| subject_GND | (DE-588)4132280-0 (DE-588)4196864-5 |
| title | Topics in applied econometrics |
| title_auth | Topics in applied econometrics |
| title_exact_search | Topics in applied econometrics |
| title_full | Topics in applied econometrics |
| title_fullStr | Topics in applied econometrics |
| title_full_unstemmed | Topics in applied econometrics |
| title_short | Topics in applied econometrics |
| title_sort | topics in applied econometrics |
| topic | Ökonometrie (DE-588)4132280-0 gnd Anwendung (DE-588)4196864-5 gnd |
| topic_facet | Ökonometrie Anwendung |
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