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The Classical Econometric Model

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  • D.S.G. Pollock

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Abstract

A compendium is presented of the various approaches that may be taken in deriving the estimators of the simultaneous-equations econometric model according to the principle of maximum likelihood. The structural equations of the model have the character both of a regression equation and of an errors-in-variables equation. This partly accounts for way in which the various approaches that have been followed appear to differ widely. In the process of achieving a synthesis of the methods of estimation, some elements that have been missing from the theory are supplied.

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File URL: http://www.le.ac.uk/economics/research/RePEc/lec/leecon/dp08-33.pdf
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Bibliographic Info

Paper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 08/33.

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Date of creation: Sep 2008
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Handle: RePEc:lec:leecon:08/33

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