Identification of simultaneous equation models with measurement error: a computerized evaluation

DOI10.1111/J.1467-9574.1993.TB01420.XMaRDI QIDQ4850379zbMATH OpenOpenAlexFDO

Authors Arjen Merckens, Paul A. Bekker

Publication date 20 November 1995

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1993.tb01420.x

zbMATH Keywords

computer algebra programidentificationJacobian matrixmeasurement errorrank conditionssimultaneous equation models

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to economics (62P20) Computer aspects of numerical algorithms (65Y99)

Recommendations

• scientific article; zbMATH DE number 728197
• Errors in Variables and the Individual Structural Equation
• Identification of simultaneous equation models with measurement errors based on time series structure
• The Identification Problem in Simultaneous Equation Models with Identities

Cites work

• Comment on Identification in the Linear Errors in Variables Model
• scientific article; zbMATH DE number 3550024 (Why is no real title available?)
• Identification and Estimation of Simultaneous Equation Models with Measurement Error
• Identification in restricted factor models and the evaluation of rank conditions
• Identification of linear stochastic models with covariance restrictions
• Identification of simultaneous equation models with measurement error
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE
• On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form

Cited in

(3)

• Errors in Variables and the Individual Structural Equation
• Identifiability of a simultaneous equations model of economy: a structural view
• Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices

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