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Estimation of Simultaneous Equations Systems

1974
A certain class of estimators for the parameters of a simultaneous equations (S.E.) system can be shown to have an interpretation as an ordinary least squares (OLS) estimator. In view of this fundamental unity of estimation procedures, it would be desirable at this stage to review carefully the estimation problem in the context of the general linear ...
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Modeling the global nickel market with a triangular simultaneous equations model

International Journal of System Assurance Engineering and Management, 2020
N. Didenko
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The coefficient of determination and simultaneous equation systems

Journal of Econometrics, 1980
Abstract In this paper we show that the Carter-Nagar (1977) R2's for single structural equations and systems are in fact R2 for the reduced form where the partially restricted reduced form estimation method is employed. We also show that the results of McElroy (1977) may be used to derive the Carter-Nagar system measure. If the reduced form equations
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Specification tests in simultaneous equations systems

Journal of Econometrics, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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