Results 221 to 230 of about 2,101,453 (294)

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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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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The relationship among environmental performance, R&D expenditure and corporate performance: using simultaneous equations model

Quality & Quantity: International Journal of Methodology, 2021
Mao-Chang Wang, Zhe Chen
semanticscholar   +1 more source

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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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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Genetic Algorithms for Simultaneous Equation Models

2008
Traditionally, Simultaneous Equation Models (SEM) have been developed by people with a wealth of experience in the particular problem represented by the model. To obtain automatically a satisfactory SEM would help the experts in the development of such models.
Jose J. López, Domingo Giménez
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The error of prediction for a simultaneous equation model [PDF]

Economics Bulletin, 2003
In this paper the formulas for the matrices of the mean squared prediction error are derived for both the underfitted and the overfitted models of unrestricted reduced form of a linear simultaneous equation system.
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Generalized Simultaneous Equation Models

International Economic Review, 1970
Spivey, W Allen, Tamura, Hirokuni
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Foreign direct investment, technological innovation and economic growth: empirical evidence using simultaneous equations model

International Review of Economics, 2015
Abdelhafidh Dhrifi
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The Identification Problem in Simultaneous Equation Models with Identities

International Economic Review, 1985
The purpose of this paper is to examine the identifiability of certain parametric functions in the linear simultaneous equations model when the variables are subject to identities. Identifiability conditions for the model parameters are developed, respectively, before and after linear relationships between the variables have been used to eliminate ...
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