Full Information Estimations of a System of Simultaneous Equations with Error Component Structure

Pietro Balestra and Varadharajan-Krishnakumar, Jayalakshmi

Econometric Theory, 1987, vol. 3, issue 02, pages 223-246

Abstract: In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component structure and establish relationships between the various structural estimators.

Date: 1987
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