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MODELE RECURSIF [1 record]

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Record 1 1977-06-07

English

Subject field(s)
  • Econometrics
DEF

A model is said to be "recursive" if there exists an ordering of the endogenous variables and an ordering of the equations such that the ith equation can be considered to describe the determination of the value of the ith endogenous variable during period t as a function of the predetermined variables and of the endogenous variables of index less than i.

French

Domaine(s)
  • Économétrie
DEF

Un modèle est dit "récursif" s'il existe un ordre des variables endogènes et un ordre des équations tel que la i-ième équation puisse être considérée comme décrivant la détermination de la valeur prise par la i-ième variable endogène pendant la période t, en fonction des valeurs des variables prédéterminées et des variables endogènes de rang inférieur à i.

Spanish

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