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A System Method of Prediction in Simultaneous Equations
A System Method of Prediction in Simultaneous Equationsopenaire +1 more source
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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Disequilibrium Econometrics in Simultaneous Equations Systems
Econometrica, 1980This 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 +2 more
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Heteroskedasticity in simultaneous equation systems
Economics Letters, 1991Abstract Little has been written on heteroskedasticity in simultaneous equation systems. This paper proposed a two-stage instrumental variable estimator that is more efficient than both the standard 2SLS estimator, with and without weights, and an estimator proposed by White.
Wim Vijverberg, Si-Gyoung Lee
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A Family of Estimators for Simultaneous Equation Systems
International Economic Review, 1974THE PURPOSE OF THIS PAPER is to set forthl, in a systematic fashion, a family of estimators for systems of simultaneous stochastic equations based on modifications and simplications of the method of maximum likehood. It is hoped that this family will satisfy the need in most practical applications involving linear as well as non-linear structural ...
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The Statistical Implications of a System of Simultaneous Equations
Econometrica, 1943Not ...
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Simultaneous Solution of Control System Equations in EMTP
IEEE Transactions on Power Systems, 2006The existing approach for solving control systems in the Electromagnetics Transients Program is to insert one-time-step delays for breaking feedback loops when one or more nonlinear functions is encountered. Although this approach may remain acceptable for several well-behaved cases, it provides a nonsimultaneous solution for a nonlinear system.
J. Mahseredjian +4 more
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