Neoclassical econometrics - part two : motivation and synthesis (English)

The paper proposes a new approach to econometric modeling and parameter estimation which permits the construction of Macro econometric models from general Microeconomic foundations. It provides, inter alia, full information maximum likelihood estimation methods which permit the following: (a) a statistical solution to the (Exact of Consistent) aggregation problem; (b) a new approach to the problem of parameter identification; (c) a systematic approach...

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Author

Hartley,Michael John;
Document Date
1981/12/01
Document Type
Departmental Working Paper
Report Number
DRD45
Volume No
1
Total Volume(s)
1
Country
World,
Region
Other,
Disclosure Date
2010/07/01
Disclosure Status
Disclosed
Doc Name
Neoclassical econometrics - part two : motivation and synthesis
Keywords
functional form

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Citation

Hartley,Michael John.

Neoclassical econometrics - part two : motivation and synthesis (English). Development Research Department discussion paper ; no. DRD 45 Washington, DC: World Bank. http://documents.worldbank.org/curated/en/270531468165280123

Neoclassical econometrics - part two : motivation and synthesis (English)

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