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A Structural-Equation Gme Estimator

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Author Info

  • Marsh, Thomas L.
  • Mittelhammer, Ronald C.
  • Cardell, N. Scott

Abstract

A generalized maximum entropy estimator is developed for the linear simultaneous equations systems model. We provide results on large and small sample properties of the estimator. Empirical results illustrate efficiency advantages of the generalized maximum entropy estimator proposed in this study over traditional estimators (e.g., 2SLS and 3SLS).

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File URL: http://purl.umn.edu/20890
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Bibliographic Info

Paper provided by American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) in its series 1998 Annual meeting, August 2-5, Salt Lake City, UT with number 20890.

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Date of creation: 1998
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Handle: RePEc:ags:aaea98:20890

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Keywords: Research Methods/ Statistical Methods;

References

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  1. Miller, D. & Golan, Amos & Judge, G., 1998. "Information Recovery in Simultaneous Equation Statistical Models," Staff General Research Papers 1319, Iowa State University, Department of Economics.
  2. Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers 1488, Iowa State University, Department of Economics.
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Cited by:
  1. Peeters, Ludo & Surry, Yves R., 2003. "Farm Cost Allocation Based on the Maximum Entropy Methodology - The Case of Saskatchewan Crop Farms," Economic and Market Information 54461, Agriculture and Agri-Food Canada.
  2. Balcombe, Kelvin, 2006. "Cross-Entropy Estimation of Linear Cointegrated Equations," MPRA Paper 15100, University Library of Munich, Germany.

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