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Full Information Estimations of a System of Simultaneous Equations with Error Component Structure

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  • Balestra, Pietro
  • Varadharajan-Krishnakumar, Jayalakshmi

Abstract

In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component structure and establish relationships between the various structural estimators.

Suggested Citation

  • Balestra, Pietro & Varadharajan-Krishnakumar, Jayalakshmi, 1987. "Full Information Estimations of a System of Simultaneous Equations with Error Component Structure," Econometric Theory, Cambridge University Press, vol. 3(2), pages 223-246, April.
    • Handle: RePEc:cup:etheor:v:3:y:1987:i:02:p:223-246_01
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