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

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Author Info
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.

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File URL: http://journals.cambridge.org/abstract_S0266466600010318
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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 3 (1987)
Issue (Month): 02 (April)
Pages: 223-246
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Handle: RePEc:cup:etheor:v:3:y:1987:i:02:p:223-246_01

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