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Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN

In: Annals of Economic and Social Measurement, Volume 3, number 4

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David A. Belsley
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This chapter was published in: David A. Belsley Annals of Economic and Social Measurement, Volume 3, number 4, , pages 1-64, 1974.

This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 10203.

Handle: RePEc:nbr:nberch:10203

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This chapter was published in the following book, which is listed on IDEAS:
Sanford V. Berg, editor, 1974. "Annals of Economic and Social Measurement, Volume 3, number 4," NBER Books, National Bureau of Economic Research, Inc, number aesm74-4.
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  1. Chow, Gregory C, 1973. "On the Computation of Full-Information Maximum Likelihood Estimates for Nonlinear Equation Systems," The Review of Economics and Statistics, MIT Press, vol. 55(1), pages 104-09, February. [Downloadable!] (restricted)
  2. Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-24, August. [Downloadable!] (restricted)
  3. Robert Summers, 1959. "A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators," Cowles Foundation Discussion Papers 64, Cowles Foundation, Yale University. [Downloadable!]
  4. Sawa, Takamitsu, 1973. "The mean square error of a combined estimator and numerical comparison with the TSLS estimator," Journal of Econometrics, Elsevier, vol. 1(2), pages 115-132, June. [Downloadable!] (restricted)
  5. James M. Brundy & Dale W. Jorgenson, 1971. "Efficient estimation of simultaneous equations by instrumental variables," Working Papers in Applied Economic Theory 3, Federal Reserve Bank of San Francisco.
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