Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes

DOI10.2307/1913130MaRDI QIDQ3875671zbMATH OpenOpenAlexFDO

Authors Christian Gouriéroux, Jean-Jacques Laffont, Alain Monfort

Publication date 1980

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/w0343.pdf

zbMATH Keywords

coherency conditionsendogenous switching regimesexistence of reduced formmultimarkets disequilibrium modelspiecewise linear modelsself-selectivity modelssimultaneous equation probit modelsimultaneous equation tobit modelsimultaneous linear equation models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cited in

(18)

• Econometric issues in the analysis of contagion
• Disequilibrium econometrics in dynamic models
• On the compatibility of nested logit models with utility maximization. A comment
• Coherency and estimation in simultaneous models with censored or qualitative dependent variables
• Lending cycles
• Coherency and regularity of demand systems with equality and inequality constraints
• The specification of multi-market disequilibrium econometric models
• SVARs with occasionally-binding constraints
• Estimating high-dimensional demand systems in the presence of many binding non-negativity constraints
• Econometric disequilibrium models^∗
• Semiparametric estimators for limited dependent variable (LDV) models with endogenous regressors
• Exact estimation of demand functions under block-rate pricing
• Smooth transition simultaneous equation models
• Coherence without rationality at the zero lower bound
• Restoring existence and uniqueness at the effective lower bound with simple fiscal policy
• Semiparametric estimation of a simultaneous game with incomplete information
• Tobit models: A survey
• The information content of equivalence scales

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