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## The Structure of Simultaneous Equations Estimators

*David F. Hendry*

### in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

- Published in print:
- 2000
- Published Online:
- November 2003
- ISBN:
- 9780198293545
- eISBN:
- 9780191596391
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198293542.003.0014
- Subject:
- Economics and Finance, Econometrics

Optimal estimation is necessary for empirical modelling, but can be summarized in an estimator generating equation (EGE). The EGE reduces a vast literature on estimating individual equations and ... More

## AUTOREG: A Computer Program Library for Dynamic Econometric Models With Autoregressive Errors

*David F. Hendry and Frank Srba*

### in Econometrics: Alchemy or Science?: Essays in Econometric Methodology

- Published in print:
- 2000
- Published Online:
- November 2003
- ISBN:
- 9780198293545
- eISBN:
- 9780191596391
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/0198293542.003.0015
- Subject:
- Economics and Finance, Econometrics

Keeping econometrics operational with suitable computer programs that implement new methods and approaches is essential. The evolution of AUTOREG follows the methodological developments, from ... More

## Algorithms for estimating parametric nonlinear models

*Timo Teräsvirta, Dag Tjøstheim, and W. J. Granger*

### in Modelling Nonlinear Economic Time Series

- Published in print:
- 2010
- Published Online:
- May 2011
- ISBN:
- 9780199587148
- eISBN:
- 9780191595387
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199587148.003.0012
- Subject:
- Economics and Finance, Econometrics

This chapter contains an introduction to estimating parametric nonlinear models. Estimation has to be carried out using numerical algorithms. Both algorithms not using derivatives of the function to ... More

## Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

*Amos Golan*

- Published in print:
- 2017
- Published Online:
- November 2017
- ISBN:
- 9780199349524
- eISBN:
- 9780199349555
- Item type:
- book

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780199349524.001.0001
- Subject:
- Economics and Finance, Econometrics

This book provides a framework for info-metrics—the science of modeling, inference, and reasoning under conditions of noisy and insufficient information. Info-metrics is an inherently ... More

## Rational Inference: A Constrained Optimization Framework

*Amos Golan*

### in Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

- Published in print:
- 2017
- Published Online:
- November 2017
- ISBN:
- 9780199349524
- eISBN:
- 9780199349555
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780199349524.003.0002
- Subject:
- Economics and Finance, Econometrics

In this chapter I present arguments for the use of info-metrics as a fundamental framework for rational inference. The chapter consists of two interdependent parts. In the first I provide the ... More

## Info-Metrics and Statistical Inference: Discrete Problems

*Amos Golan*

### in Foundations of Info-Metrics: Modeling, Inference, and Imperfect Information

- Published in print:
- 2017
- Published Online:
- November 2017
- ISBN:
- 9780199349524
- eISBN:
- 9780199349555
- Item type:
- chapter

- Publisher:
- Oxford University Press
- DOI:
- 10.1093/oso/9780199349524.003.0012
- Subject:
- Economics and Finance, Econometrics

This chapter is the first of a two-chapter sequence looking into the relationship between info-metrics and the more familiar statistical methods of inference, with an emphasis on ... More

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