on the estimation of a single non-linear structural equation of an incomplete simultaneous equation system

H.J. Bierens

No 293030, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: This paper considers the estimation of a non-linear structural equation without using explicite information about the other equations of the system. The non-linearity may appear in the disturbance variable as well. It is assumed that this disturbance variable is symmetrically distributed. The estimator involved is consistent and asymptotically normally distributet and its asymptotic va:-rince matrix can be estimated consistently.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 25
Date: 1976-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293030

DOI: 10.22004/ag.econ.293030

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