مقارنة بعض طرائق تقدير المعلمات الهيكلية لمنظومة المعادلات الانية الخطية في القياس الاقتصادي مع تطبيق عملي == A Comparison of Some Methods of Estimating The Structural Parameters of The Linear Simultaneous Equations System In Econometrics With A Practical Application
Author name:
علاء حسين صبري
Supervisor name:
ايمان محمد عبد الله المشهداني
General topic:
Administration and Economics
Specific topic:
Statistics
Degree:
Master
University:
University of Baghdad - Faculty Of Administration And Economics - Department Of Statistics
Language:
Arabic
University location:
Baghdad
First pages:
07T3868 - p.pdf
Abstract:
في هذا البحث حاولنا تسليط الضوء على البعض من طرائق تقدير المعلمات الهيكلية لمنظومة معادلات انية مقترحة من الباحث والتي تخص العلاقة السببية بين الصادرات والنمو الاقتصادي في العراق، واستنادا على طبيعة البيانات وخصائص المقدرات تم استعمال معيار المفاضلة الحص | In this research we tried to shed light on some of the methods of estimating the structural parameters of simultaneous equations system proposed by the researcher, which was about the causal relationship between exports and economic growth in Iraq , Based on the nature of the data and characteristics of the estimators we used the robust MEDAE to compare between the methods used , which include methods used for the first time in the Arab countries and carried out the first time using real data (to the knowledge of the researcher) , which translated in Jackknife Instrumental Variables Estimation (JIVE) using an instrument that is independent of disturbances even in finite samples.Independence is achieved by using a `leave - one - out' jackknife - type fitted value in place of the usual first stage equation in 2SLS It seems that these methods gives useful alternatives when there is concern to the increase in the degree of over identify for the structural equation under consideration.As well as the researcher used the method of the LIML - LVR which had not previously also be used according to the real data (to the knowledge of the researcher) depending on the general formula K - CLASS
