Introduction to the Series
Chapter 1 The Fix-Point Approach to Interdependent Systems: Review and Current Outlook
Section 4: Incentives for the Present Volume
Chapter 2 Iterative Algorithms for Fix-Point Estimation, their Design and Convergence Properties
Chapter 3 The GEID Specification: An Interpretation and Some of its Consequences
Chapter 4 The Parametric Fix-Point (PFP) and the Algebraic Fix-Point (AFP) Methods
Chapter 5 Estimation of Real-World Models by Fix-Point and Other Methods
Chapter 6 A Search for Asymptotically Efficient Estimators: Especially Estimators of the GEID (FP) Type in the Case of Autoregressive Errors
Chapter 7 Extensions of the GEID and IIV Estimators: The Case of Serially Correlated Residuals and Lagged Endogenous Variables
Chapter 8 Algorithms for Reordering Interdependent Systems
Chapter 9 An Analysis of the Nonlinear Klein-Goldberger Model Using Fix-Point Estimation and Other Methods
Chapter 10 On Fix-Point Estimation in Interdependent Systems with Specification Errors
Chapter 11 Fix-Point Estimates of the Structure of a Model Using Different Y Proxy Starts
List of Abbreviations and Notations
List of References
Contributions to Economic Analysis, 132: The Fix-Point Approach to Interdependent Systems focuses on the Fix-Point method for the estimation of interdependent systems, including the Algebraic Fix-Point, Parametric Fix-Point, and Parametric Fractional Fix-Point methods.
The selection first ponders on the fix-point approach to interdependent systems, iterative algorithms for fix-point estimation, and GEID specification. Discussions focus on the GEID estimator, convergence to multiple parameter sets, design of iterative algorithms, and challenges of simultaneous equations systems. The text then takes a look at the Parametric Fix-Point (PFP) and the Algebraic Fix-Point (AFP) methods; estimation of real-world models by fix-point and other methods; and a search for asymptotically efficient estimators. Topics include autoregressive errors, estimation of the Klein-Goldberger model, estimation of a model of the Czechoslovak economy, and the Parametric Fractional Fix-Point (PFFP) and Parametric Recursive Fix-Point (PRFP) methods. The text elaborates on fix-point estimates of the structure of a model using different Y proxy starts; analysis of the nonlinear Klein-Goldberger model using fix-point estimation and other methods; and fix-point estimation in interdependent systems with specification errors.
The selection is a vital reference for researchers interested in the Fix-Point method for the estimation of interdependent systems.
- No. of pages:
- © North Holland 1981
- 1st January 1981
- North Holland
- eBook ISBN: