Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models

Luciano Pieraccini () and Alessia Naccarato

Statistica, 2008, vol. 68, issue 3, 349-364

Abstract: The aim of this paper is to present a consistent estimator of parameters in simultaneous equation model, based on characteristic roots and vectors of a matrix deriving from the so called overidentifying gonal Distance Estimator presented here is a more recent development of its original limited information version (LI LODE). The occasion, for reviewing it, has been given by its extension to a Full Information context (FI LODE) which is here completely formalized and by the very encouraging results of a recent simulation experiment.

Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:68:y:2008:i:3:p:349-364

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