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The Relative Efficiency of Instrumental Variables Estimators of Systems of Simultaneous Equations

In: Annals of Economic and Social Measurement, Volume 3, number 4

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  • James M. Brundy
  • Dale W. Jorgenson

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Suggested Citation

  • James M. Brundy & Dale W. Jorgenson, 1974. "The Relative Efficiency of Instrumental Variables Estimators of Systems of Simultaneous Equations," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 679-700, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:10208
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    References listed on IDEAS

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    1. 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.
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    Cited by:

    1. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
    2. 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.
    3. Chavas, Jean-Paul & Johnson, S. R., 1978. "Rational Expectations in Econometric Models," Economics Statistics and Cooperative Services (ESCS) Reports 329201, United States Department of Agriculture, Economic Research Service.
    4. 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.
    5. Richey, Bobby Gene, Jr., 1986. "The effect of component pricing on the United States soybean industry," ISU General Staff Papers 1986010108000018101, Iowa State University, Department of Economics.
    6. Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982. "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper 28846, University Library of Munich, Germany.

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