Results 71 to 80 of about 70,798 (207)
Економіка та суспільствоThe article is dedicated to the development and testing of a simultaneous econometric model describing the interrelations between key macroeconomic indicators: gross domestic product, final consumption expenditure, and gross capital formation.
Лариса Зомчак +2 more
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From the General Affine Transform Family to a Pareto Type IV Model
Journal of Probability and Statistics, 2009 The analytical form of general affine transform families with given maximum likelihood estimators for the affine parameters is determined. In this context, the simultaneous maximum likelihood equations of the affine parameters in the generalised Pareto ...
Werner Hürlimann
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EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL
Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood.
Judge, George G. +2 more
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Efficient Estimation of a Dynamic Error-Shock Model [PDF]
This paper is concerned with the estimation of the parameters in a dynamic simultaneous equation model with stationary disturbances under the assumption that the variables are subject to random measurement errors.
P. M. Robinson, Cheng Hsiao
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Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity [PDF]
This paper investigates identification and inference in a nonparametric structural model with instrumental variables and non-additive errors. We allow for non-additive errors because the unobserved heterogeneity in marginal returns that often motivates ...
Guido W. Imbens, Whitney K. Newey
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In this paper we develop a spatial panel simultaneous-equations model of business growth, migration behavior, local public services and median household income in a partial lag-adjustment growth-equilibrium framework and utilizing a one-way error ...
Gebremedhin, Tesfa G. +4 more
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Institutions, geography, trade, and income per capita: A spatial-simultaneous equation approach [PDF]
This paper tests a series of prominent hypotheses regarding how institutions, geography, and trade interact to influence income per capita using a novel spatial econometric approach to control for both spillovers among neighboring countries and spatially
Ngeleza, Guyslain
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Finite sampling properties of information theoretic estimators of the simultaneous equations model, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood, are examined in the presence of ...
Mittelhammer, Ronald C. +1 more
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Moments of IV and JIVE Estimators [PDF]
We develop a new method, based on the use of polar coordinates, to investigate the existence of moments for instrumental variables and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar results. For JIVE,
Russell Davidson, James G. MacKinnon
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, 2015 This paper investigates the association between executive compensation and performance. It uniquely utilises a comprehensive set of corporate governance mechanisms within a three-stage least squares (3SLS) simultaneous equation framework.
Dennis A. Thomas +7 more
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