Full Information Instrumental Variables Estimation of Simultaneous Equations Systems
In: Annals of Economic and Social Measurement, Volume 3, number 4
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References listed on IDEAS
- Sawa, Takamitsu, 1973. "The mean square error of a combined estimator and numerical comparison with the TSLS estimator," Journal of Econometrics, Elsevier, pages 115-132.
- 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, pages 104-109.
- Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, pages 207-224.
- 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.
- 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.
- 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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- Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
- Calzolari, Giorgio, 1987.
"La varianza delle previsioni nei modelli econometrici
[Forecast variance in econometric models]," MPRA Paper 23866, University Library of Munich, Germany.
- Dharmowijoyo, Dimas B.E. & Susilo, Yusak O. & Karlström, Anders & Adiredja, Lili Somantri, 2015. "Collecting a multi-dimensional three-weeks household time-use and activity diary in the Bandung Metropolitan Area, Indonesia," Transportation Research Part A: Policy and Practice, Elsevier, vol. 80(C), pages 231-246.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
- Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.
- Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
- Calzolari, Giorgio & Sampoli, Letizia, 1989. "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper 29024, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
- Calzolari, Giorgio & Fiorentini, Gabriele, 1994. "Conditional heteroskedasticity in nonlinear simultaneous equations," MPRA Paper 24428, University Library of Munich, Germany.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
- John J. García & Jesús López-Rodríguez & Jhonny Moncada-Mesa, 2017. "Spatial effects in the bid price setting strategies of the wholesale electricity markets: The case of Colombia," DOCUMENTOS DE TRABAJO CIEF 015660, UNIVERSIDAD EAFIT.
- Moore, Kevin Clare, 1985. "Predictive econometric modeling of the United States farmland market: an empirical test of the rational expectations hypothesis," ISU General Staff Papers 198501010800008872, Iowa State University, Department of Economics.
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