The Classical Econometric Model
AbstractA 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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Bibliographic InfoPaper provided by Department of Economics, University of Leicester in its series Discussion Papers in Economics with number 08/33.
Date of creation: Sep 2008
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- NEP-ALL-2008-09-20 (All new papers)
- NEP-CBA-2008-09-20 (Central Banking)
- NEP-ECM-2008-09-20 (Econometrics)
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