Formes et méthodes d’estimation des systèmes récursifs dynamiques à double indice

Forms and Estimation Methods of Panel Recursive Dynamic Systems

Hassan Ghassan ()

MPRA Paper from University Library of Munich, Germany

Abstract: The purpose of this paper is to study the model belongs to the family of structural equation models with data varying both across individuals (sectors) and in time. A complete theoretical analysis is developed in this work for the case of a dynamic recursive structure. Maximum likelihood estimation and SUR-GLS “Seemingly Unrelated Regressions-Generalized Least Square” estimators (iterated or not, with proper instruments and with Taylor’s transformation) are carefully used. These last convergent estimators are most efficient. The application of these methods to panel sector of morocco’s economy is treated in another paper.

Keywords: Causality; Recursive System; Estimation; Asymptotic. (search for similar items in EconPapers)
JEL-codes: C13 C3 C33 C51 (search for similar items in EconPapers)
Date: 2000-03-10, Revised 2001-10-08
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:56432

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