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Sequential Nonlinear Estimation With Nonaugmented Priors

Author

Listed:
  • Kalaba, Robert E.
  • Tesfatsion, Leigh S.

Abstract

A "flexible least cost method" is proposed for investigating the basic compatibility of theory and observations in the absence of valid or known stochastic characterizations for residual error terms. Annotated pointers to related work can be accessed here: http://www2.econ.iastate.edu/tesfatsi/flshome.htm

Suggested Citation

  • Kalaba, Robert E. & Tesfatsion, Leigh S., 1989. "Sequential Nonlinear Estimation With Nonaugmented Priors," Staff General Research Papers Archive 11197, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:11197
    as

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    Cited by:

    1. Kuethe, Todd H. & Foster, Kenneth A. & Florax, Raymond J.G.M., 2008. "A Spatial Hedonic Model with Time-Varying Parameters: A New Method Using Flexible Least Squares," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6306, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).

    More about this item

    JEL classification:

    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

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