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Stochastic trends in simultaneous equation systems.

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A System Method of Prediction in Simultaneous Equations

A System Method of Prediction in Simultaneous Equations
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The Statistical Implications of a System of Simultaneous Equations

Econometrica, 1943
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T. Haavelmo
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Method‐of‐moment view of linear simultaneous equation systems [PDF]

Statistica Neerlandica, 2008
In this paper, we review the modern method‐of‐moment‐based approaches to identification and estimation of linear simultaneous equation systems. First, we present the rank condition for the structural form (SF) parameter identification. The rank condition comes naturally and is much easier to understand than that in the conventional reduced‐form‐based ...
Myoung-jae Lee
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STRUCTURAL IDENTIFICATION METHOD OF SIMULTANEOUS EQUATIONS SYSTEMS

IFAC Proceedings Volumes, 2002
The objective of this paper is to develop a method for selection of the ...
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GMM estimation of spatial autoregressive models in a system of simultaneous equations with heteroskedasticity

Econometric Reviews, 2019
Xiao-Dong Liu, Paulo Saraiva
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A finite-time convergent dynamic system for solving online simultaneous linear equations

International Journal of Computer Mathematics, 2017
Lin Xiao, Bo-Lin Liao, Jie Jin, Rongbo Lu, Xi Yang, Lei Ding   +5 more
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EC3SLS Estimator for a Simultaneous System of Spatial Autoregressive Equations with Random Effects

Econometric Reviews, 2015
B. Baltagi, Ying Deng
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Land use change drivers in the Hyrcanian Vegetation Area: Dynamic simultaneous equations system with panel data approach

, 2020
This case study has been carried out on the Hyrcanian Vegetation Area (HVA) located in Northern Iran. The current study aimed to identify the drivers and variables that have been effective in the land use changes (LUCs) of forests, rangelands ...
K. Jahanifar, H. Amirnejad, S. Mojaverian, H. Azadi   +3 more
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Disequilibrium Econometrics in Simultaneous Equations Systems

Econometrica, 1980
This paper considers the econometric problems raised by multi-market disequilibrium models. It uses a specification which is derived from general disequilibrium theory and, therefore, provides a first bridge between the economic theory approach and the econometric theory approach of disequilibrium.
Gourieroux, Christian, Laffont, Jean-Jacques, Monfort, Alain   +2 more
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