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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


  • David A. Belsley


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Suggested Citation

  • David A. Belsley, 1974. "Estimation of Systems of Simultaneous Equations, and Computational Specifications of GREMLIN," NBER Chapters,in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 551-614 National Bureau of Economic Research, Inc.
  • Handle: RePEc:nbr:nberch:10203

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    References listed on IDEAS

    1. 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.
    2. 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 104-109, February.
    3. 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 207-224, August.
    4. Richard A. Becker & Neil Kaden & Virginia Klema, 1974. "The Singular Value Analysis in Matrix Computation," NBER Working Papers 0046, National Bureau of Economic Research, Inc.
    5. Robert Summers, 1959. "A Capital-Intensive Approach to the Small Sample Properties of Various Simultaneous Equation Estimators," Cowles Foundation Discussion Papers 64, Cowles Foundation for Research in Economics, Yale University.
    6. 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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    Cited by:

    1. David A. Belsley & Virginia Klema, 1974. "Detecting and Assessing the Problems Caused by Multi-Collinearity: A Useof the Singular-Value Decomposition," NBER Working Papers 0066, National Bureau of Economic Research, Inc.
    2. David A. Belsley, 1976. "Multicollinearity: Diagnosing its Presence and Assessing the Potential Damage It Causes Least Squares Estimation," NBER Working Papers 0154, National Bureau of Economic Research, Inc.
    3. Various, 1975. "Staff Reports on Research Under Way," NBER Chapters,in: Understanding Economic Change, pages 9-120 National Bureau of Economic Research, Inc.
    4. H. Myoken & Y. Uchida, 1977. "The generalized ridge estimator and improved adjustments for regression parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 24(1), pages 113-124, December.

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