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On the Normalization of Structural Equations: Properties of Direct Estimators

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Hillier, Grant H

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Abstract

In a single structural equation, only the direction of the vector of coefficients of the endogenous variables is determined. Estimators for that direction can be defined directly, but are also induced by classical estimators that embody the traditional normalization rule. Exact distribution results show that the properties of estimators that depend on the usual normalization rule--which gives special emphasis to a particular direction--are distorted by that dependence, while those of the direct estimators are not. Thus, the traditional normalization rule may serve to define the parameters of interest, but should not be embodied in the estimation procedure. Copyright 1990 by The Econometric Society.

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 58 (1990)
Issue (Month): 5 (September)
Pages: 1181-94
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Handle: RePEc:ecm:emetrp:v:58:y:1990:i:5:p:1181-94

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  1. Grant Hillier, 2006. "On the conditional likelihood ratio test for several parameters in IV regression," CeMMAP working papers CWP26/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. [Downloadable!]
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  2. Andrew M. Jones & José M. Labeaga, 2003. "Individual heterogeneity and censoring in panel data estimates of tobacco expenditure," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177. [Downloadable!]
  3. Rodrigo Alfaro, 2008. "Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator," Working Papers Central Bank of Chile 500, Central Bank of Chile. [Downloadable!]
  4. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
  5. J. David López-Salido & Pilar Velilla, 2002. "La dinámica de los márgenes en España. Una primera aproximación con datos agregados," Investigaciones Economicas, Fundación SEPI, vol. 26(1), pages 59-85, January. [Downloadable!]
  6. Randolph G. K. Tan, 2000. "Finite-Sample Optimality of Tests in a Structural Equation," Econometric Society World Congress 2000 Contributed Papers 1853, Econometric Society. [Downloadable!]
  7. Giovanni Forchini, 2006. "Tests for Over-identifying Restrictions in Partially Identified Linear Structural Equations," Monash Econometrics and Business Statistics Working Papers 20/06, Monash University, Department of Econometrics and Business Statistics. [Downloadable!]
  8. John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation, Yale University. [Downloadable!]
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