Identification of simultaneous equation models with measurement error: a computerized evaluation

A. Merckens and P. A. Bekker

Statistica Neerlandica, 1993, vol. 47, issue 4, 233-244

Abstract: Rank conditions for identification in structural models are often difficult evaluate. Here we consider simultaneous equation models with measurement error and we show that previously published rank conditions for identification are not well‐suited for evaluation. An alternative rank condition is derived and a computer algebra program is presented that takes care of both the construction and the computation of the rank of the relevant Jacobian matrix. It uses the parameter restrictions as input in order to characterize the identification situation of the individual parameters in the output.

Date: 1993
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https://doi.org/10.1111/j.1467-9574.1993.tb01420.x

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