Results 221 to 230 of about 62,108 (262)

Specification tests in simultaneous equations systems

Journal of Econometrics, 1994
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Simultaneous Equation Models and Dynamic Systems

2015
We discussed at the end of Chapter 7 one type of multiple equation model (SUR). Here we’ll present a second type of such models known as simultaneous equation models. A preliminary type of such a model was adopted at the beginning of Chapter 1, where the structural model described by Equations (1.1)–(1.3) was presented; finally the obtained reduced ...
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Efficient Estimation of Simultaneous Equation Systems

Econometrica, 1964
Rothenberg, T. J., Leenders, C. T.
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The Normal System of Simultaneous Differential Equations

1974
We found in the L-transformation a superior tool for the solution of the initial value problem involving a single differential equation of n th order, when compared with the classical method. This was due to the fact that with the latter one has to adapt the derived solution to the specified initial values, while with the former this is accomplished ...
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Reexamining the Estimation of Simultaneous Equations Systems [PDF]

, 1999
This paper generalises a classical theorem on the minimisation of the ratio of two quadratic forms so as to permit the denominator to be nonnegative definite, provides a modified formula for the minimum variance ratio estimation including the limited information maximum likelihood, and collaterally shows that the use of the principal components of some
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A Note on Single Equation Estimators in Simultaneous Equation Systems

Revue de l'Institut International de Statistique / Review of the International Statistical Institute, 1970
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Simultaneous Systems of Equations

1984
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Almost Unbiased Estimator in Simultaneous Equations Systems

International Economic Review, 1973
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Simultaneous Systems of Differential Equations

2023
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Linear Systems of Simultaneous Equations

2020
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