Tilburg Studies in Econometrics

Regression and factor analysis applied in econometrics

Authors: Schilderinck, J.H.F.

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About this book

This book deals with the methods and practical uses of regression and factor analysis. An exposition is given of ordinary, generalized, two- and three-stage estimates for regression analysis, the method of principal components being applied for factor analysis. When establishing an econometric model, the two ways of analysis complement each other. The model was realized as part of the 'Interplay' research project concerning the economies of the European Common Market countries at the Econometrics Department of the Tilburg School of Economics. The Interplay project aims at: a. elaborating more or less uniformly defined and estimated models; b. clarifying the economic structure and the economic policy possible with the linked models of the European Community countries. Besides the model for the Netherlands published here, the models for Belgium, Italy, West Germany and the United Kingdom are ready for linking and for publishing later on. The econometric model presented in this book and upon which the Interplay model is based comprises eleven structural and twenty-one definitional equations; it is estimated with ordinary, two- and three-stage least squares. The analysis of the model is directed at eliminating multicollinearity, accor­ ding to D.E. Farrar's and R. Glauber's method. In practice, however, complete elimination of multicollinearity leads to an exclusion of certain relations which is not entirely satisfactory. Economic relations can be dealt with more fully by analyzing the variables involved in detail by factor analysis. In this study factor analysis is also a suitable method for a comparative analysis of different periods.

Table of contents (4 chapters)

Table of contents (4 chapters)

Buy this book

eBook $84.99
price for USA in USD
  • ISBN 978-1-4613-4051-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $109.00
price for USA in USD
  • ISBN 978-1-4613-4053-9
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
  • Usually ready to be dispatched within 3 to 5 business days, if in stock
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Bibliographic Information

Bibliographic Information
Book Title
Regression and factor analysis applied in econometrics
Authors
Series Title
Tilburg Studies in Econometrics
Series Volume
1
Copyright
1977
Publisher
Springer US
Copyright Holder
H. E. Stenfert Kroese B.V., Leiden, the Netherlands
eBook ISBN
978-1-4613-4051-5
DOI
10.1007/978-1-4613-4051-5
Softcover ISBN
978-1-4613-4053-9
Edition Number
1
Number of Pages
248
Topics