Methods of Moments for Multiple Linear Equation Systems

Myoung-jae Lee

Chapter Chapter 2 in Micro-Econometrics, 2008, pp 53-89 from Springer

Abstract: Abstract Going further from single linear equation models in the preceding chapter, multiple linear equation systems are examined. As in single linear equation models, there are LSE, IVE, and GMM available for multiple linear equation systems. An extra issue that arises now is whether there is any benefit in doing the system estimation relative to estimating each equation separately one by one; the answer is a qualified yes.

Keywords: Structural Form; Panel Data; Moment Condition; Simultaneous Equation; Rank Condition (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-387-68841-1_2

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DOI: 10.1007/b60971_2

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