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A Multicriteria Approach to Dynamic Estimation

Author

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

Abstract

This chapter reviews work by the authors on the multicriteria Flexible Least Squares (FLS) approach to model estimation. Related work can be accessed here: http://www2.econ.iastate.edu/tesfatsi/flshome.htm

Suggested Citation

  • Kalaba, Robert E. & Tesfatsion, Leigh, 1993. "A Multicriteria Approach to Dynamic Estimation," Staff General Research Papers Archive 11179, Iowa State University, Department of Economics.
    • Handle: RePEc:isu:genres:11179
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    File URL: http://www2.econ.iastate.edu/tesfatsi/flshome.htm
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    Cited by:

    1. Kalaba, Robert & Tesfatsion, Leigh, 1996. "A multicriteria approach to model specification and estimation," Computational Statistics & Data Analysis, Elsevier, vol. 21(2), pages 193-214, February.

    More about this item

    Keywords

    Flexible least squares; multicriteria estimation; review;
    All these keywords.

    JEL classification:

    • B4 - Schools of Economic Thought and Methodology - - Economic Methodology
    • C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
    • C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
    • C5 - Mathematical and Quantitative Methods - - Econometric Modeling

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