Multivariate Analysis by William R. Dillon, Matthew Goldstein - 9780471083177

Multivariate AnalysisMethods and Applications\nAuthor(s): William R. Dillon, Matthew Goldstein\nFormat: Hardback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780471083177, 978-0471083177\nSynopsis\nStructural Sensitivity in Econometric Models Edwin Kuh, John W. Neese and Peter Hollinger Provides a pathbreaking assessment of the worth of linear dynamic systems methods for probing the behavior of complex macroeconomic models. Representing a major improvement upon the standard \""black box\"" approach to analyzing economic model structure, it introduces the powerful concept of parameter sensitivity analysis within a linear systems root/vector framework. The approach is illustrated with a good mediumsize econometric model (Michigan Quarterly Econometric Model of the United States). EISPACK, the Fortran code for computing characteristic roots and vectors has been upgraded and augmented by a model linearization code and a broader algorit.