On the estimation of a single non-linear structural equation of an incomplete simultaneous equation system: further results

H.J. Bierens

No 293032, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: This paper continues our previous research on the estimation of a non-linear structural equation without using explicite information about the other equations of the system. First, heteroscedasticity will be considered; second, our method will be generalized for simultaneous estimation of two or more structural equations; finally, asymptotic efficiency will be improved by using a three-stage estimation method.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 22
Date: 1976-12
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293032

DOI: 10.22004/ag.econ.293032

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