Add to ORKGIn this paper various methods for the estimation of simultaneous equation models with lagged endogenous variables and lirst order serially correlated errors are discussed. The methods differ in the number of instrumental variables used. The asymptotic and small sample properties of the various methods are compared, and the variables which must be included as instruments to insure consistent estimates are derived. A suggestion on how to estimate the approximate covariance matrix of the estimators is made. 1
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations....
Particularly in rational expectations models, it can occur that a model has serially correlated res...
The article is devoted to the interrelation between methods of estimating parameters of simultaneous...
In this paper various methods for the estimation of simultaneous equation models with lagged endogen...
Most simultaneous equation models involve the inclusion of lagged endogenous and/or exogenous variab...
In simultaneous equations model, multicollinearity and status of identification of the equations hav...
We consider inference for a semiparametric regression model where some covariates are measured with ...
PhDEconomicsUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157593/1/7804797.p...
In simple static linear simultaneous equation models the empirical distributions ofIV and OLS are ex...
This paper considers inference procedures in a system of linear simultaneous equations with errors g...
In this dissertation we describe conditions for nonparametric identification and methods for estimat...
The thesis is concerned with developing a coherent theory of estimation suitable for th...
In simultaneous equations model, two-stage least squares estimator is easy to apply and commonly pre...
Single equation models with limited dependent variables have received considerable attention in the ...
In this research we develop an estimation methodology for a system of simultaneous equations where t...
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations....
Particularly in rational expectations models, it can occur that a model has serially correlated res...
The article is devoted to the interrelation between methods of estimating parameters of simultaneous...
In this paper various methods for the estimation of simultaneous equation models with lagged endogen...
Most simultaneous equation models involve the inclusion of lagged endogenous and/or exogenous variab...
In simultaneous equations model, multicollinearity and status of identification of the equations hav...
We consider inference for a semiparametric regression model where some covariates are measured with ...
PhDEconomicsUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157593/1/7804797.p...
In simple static linear simultaneous equation models the empirical distributions ofIV and OLS are ex...
This paper considers inference procedures in a system of linear simultaneous equations with errors g...
In this dissertation we describe conditions for nonparametric identification and methods for estimat...
The thesis is concerned with developing a coherent theory of estimation suitable for th...
In simultaneous equations model, two-stage least squares estimator is easy to apply and commonly pre...
Single equation models with limited dependent variables have received considerable attention in the ...
In this research we develop an estimation methodology for a system of simultaneous equations where t...
In this paper we consider a simultaneous system of spatially interrelated cross sectional equations....
Particularly in rational expectations models, it can occur that a model has serially correlated res...
The article is devoted to the interrelation between methods of estimating parameters of simultaneous...