Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
DOI10.1016/0304-4076(79)90041-1zbMATH Open0463.62104OpenAlexW2059164202MaRDI QIDQ1153643FDOQ1153643
Authors: A. Ronald Gallant, Dale W. Jorgenson 
Publication date: 1979
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(79)90041-1
instrumental variable estimationsystem of simultaneous non-linear implicit equationsthree-stage least squares estimationtwo-stage least squares estimation
Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)
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Cited In (10)
- Multiple capital inputs, \(Q\), and investment spending
- Efficiency Measure from Dynamic Stochastic Production Frontier: Application to Tunisian Textile, Clothing, and Leather Industries
- Robust inference for moment condition models without rational expectations
- Consistent estimation of equations with composite moving average disturbance terms
- Estimating systems of equations with different instruments for different equations
- Inferring technological parameters from incomplete panel data
- Nonconvexities, labor hoarding, technology shocks, and procyclical productivity. A structural econometric analysis
- Generalized method of moments specification testing
- The identification of liquidity effects in the EMS: Italy 1991-1992
- Testing for separable functional structure using temporary equilibrium models
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