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The Statistical Implications of a System of Simultaneous Equations
Econometrica, 1943Not ...
Trygve Haavelmo
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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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Control functions in nonseparable simultaneous equations models [PDF]
Quantitative Economics, 2014 The control function approach (Heckman and Robb (1985)) in a system of linear simultaneous equations provides a convenient procedure to estimate one of the functions in the system using reduced form residuals from the other functions as additional ...
Richard Blundell, Rosa L Matzkin
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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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Comparing Single-Equation Estimators in a Simultaneous Equation System
Econometric Theory, 1986Comparisons of estimators are made on the basis of their mean squared errors and their concentrations of probability computed by means of asymptotic expansions of their distributions when the disturbance variance tends to zero and alternatively when the sample size increases indefinitely.
T. W. Anderson +2 more
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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 ...
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The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
International Economic Review, 1977This paper examines the discussion in the econometric literature of the conditioins which instruments should satisfy in order to be used in the single equation Iiistrumental Variable (IV) estimation of structural parameters in a simultaneouIs equation system. The Two Stage Least Squares (TSLS) estimator can be interpreted as an IV estimator.
Phillips, Garry D A, Hale, C
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