Estimating simultaneous equations models by a simulation technique

DOI10.1007/BF01299733MaRDI QIDQ1905949zbMATH OpenFDO

Authors Heejoon Kang

Publication date 23 June 1996

Published in Computational Economics (Search for Journal in Brave)

zbMATH Keywords

two-stage least squaresordinary least squaressimultaneous equations modelsMonte Carlo experimentsimultaneity biasKlein's macroeconomic model

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Recommendations

• scientific article; zbMATH DE number 3874460
• A parameter estimation method for identified simultaneous equations models
• Simulation-based estimation of dynamic models with continuous equilibrium solutions
• scientific article; zbMATH DE number 4151722
• scientific article; zbMATH DE number 1368810
• Estimation of simultaneous equation models with error components structure
• Simulation-based inference in econometrics. Methods and applications
• Simulated Non-Parametric Estimation of Dynamic Models
• Efficient estimation of non parametric simultaneous equations models
• Simulation-based approach to estimation of latent variable models

Cites work

• scientific article; zbMATH DE number 3928165 (Why is no real title available?)
• A Consistent Conditional Moment Test of Functional Form
• A Simulation of Biased Estimation and Subset Selection Regression Techniques
• Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• Large Sample Properties of Generalized Method of Moments Estimators
• Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
• On Bootstrap Iteration for Coverage Correction in Confidence Intervals
• On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships
• On the role of simulation in the statistical evaluation of econometric models
• Seasonal integration and cointegration
• Simulated residuals
• Simulation and the Asymptotics of Optimization Estimators
• Simulation estimation of time-series models
• Solving, estimating, and testing a nonlinear stochastic equilibrium model, with an example of the asset returns and inflation relationship
• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• Testing strategies for model specification
• t Test in a Structural Equation

Cited in

(8)

• A parameter estimation method for identified simultaneous equations models
• scientific article; zbMATH DE number 1881109 (Why is no real title available?)
• scientific article; zbMATH DE number 3843043 (Why is no real title available?)
• New M-estimator objective function in simultaneous equations model. A comparative study
• scientific article; zbMATH DE number 221450 (Why is no real title available?)
• SIMILARITY-EXTENSION MODELING METHOD OF MANAGEMENT EXPERIMENTS
• A recursive three-stage least squares method for large-scale systems of simultaneous equations
• Estimation in an island model using simulation

This page was built for publication: Estimating simultaneous equations models by a simulation technique

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1905949)