Results 151 to 160 of about 526,146 (207)

Simultaneous Equation Models

SSRN Electronic Journal, 2011
This article reviews the use of simultaneous equation models in political science and public policy.
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JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS

Econometric Theory, 2017
We consider the method of moments estimation of a structural equation in a panel dynamic simultaneous equations model under different sample size combinations of cross-sectional dimension,N, and time series dimension,T. Two types of linear transformation to remove the individual-specific effects from the model, first difference and forward orthogonal ...
Hsiao, Cheng, Zhou, Qiankun
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Simultaneous Equation Models

2019
Based upon the discussion of single-equation models in the previous two chapters, in this chapter, we discuss simultaneous equation models, including the basic definition, their specification, and identification. The estimation methods for simultaneous equation models include two-stage least squares estimation method and three-stage least squares ...
Cheng-Few Lee, Hong-Yi Chen, John Lee
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Simultaneous Equations Model

2004
Abstract This chapter analyses the moments and distributions of the estimators in the simultaneous equations models using techniques derived in Chapters 2 and 3. It also discusses literature on finite sample analysis in econometrics.
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Testing for serial correlation in simultaneous equation models

Journal of Econometrics, 1980
Abstract In this paper approximate counterparts of the exact tests earlier proposed by the authors are examined. Type 1 error probabilities and test powers are estimated and compared using Monte Carlo experiments. The effect on the Type 1 error probabilities of the misspecification which results when serial correlation is present elsewhere in the ...
Harvey, A C, Phillips, G D A
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Cointegration and Dynamic Simultaneous Equations Model

Econometrica, 1997
Summary: We demonstrate that despite variables that are integrated, the fundamental issues on structural equation modeling raised by the Cowles Commission remain valid and standard estimation and testing procedures can still be applied. A basic framework linking the multiple time series model and the dynamic simultaneous equation model is provided and ...
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Introduction to Simultaneous Equations Models

1984
The purpose of this chapter is to provide an informal introduction to the unique estimation problems arising in economic models where the values of several variables are determined simultaneously. Some examples include the usual Keynesian and monetary macroeconomic models as well as supply and demand equations of microeconomic markets.
Thomas B. Fomby   +2 more
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