Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation

DOI10.2307/1912288MaRDI QIDQ3666114zbMATH OpenOpenAlexFDO

Authors William E. Taylor, Jerry Hausman

Publication date 1983

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1721.1/66627

zbMATH Keywords

covariance restrictionsFIML first order conditionsidentificationinstrumental variables interpretationlimited informationlinear simultaneous equationsnecessary and sufficient conditions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(7)

• Identification of linear stochastic models with covariance restrictions
• Beyond the mean: a flexible framework for studying causal effects using linear models
• Panel structural modeling with weak instrumentation and covariance restrictions
• Gains by the common structural variance
• Long difference instrumental variables estimation for dynamic panel models with fixed effects
• On independence conditions in nonseparable models: observable and unobservable instruments
• On the inadequacy of sufficient conditions under `limited information' identification

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