Single-Equation Econometric Model

Jerzy Witold Wiśniewski
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Jerzy Witold Wiśniewski: Nicolaus Copernicus University, Toruń

Chapter Chapter 1 in Forecasting from Multi-equation Econometric Micromodels, 2023, pp 1-21 from Springer

Abstract: Abstract The first chapter is devoted to econometric models in the form of one stochastic equation. Linear, product, and limited dependent variable models were presented. In this chapter all stages of building a single-equation econometric model are discussed. These are: specification, estimation of parameters, verification, and exploitation possibilities. Basic methods of estimation of structural parameters and parameters of the stochastic structure of the model are presented. Basic statistical measures determining the quality of an empirical econometric model are also discussed.

Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-031-27492-3_1

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DOI: 10.1007/978-3-031-27492-3_1

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