Estimating systems of equations with different instruments for different equations

DOI10.1016/0304-4076(95)01762-3MaRDI QIDQ2565046zbMATH OpenOpenAlexFDO

Authors Jeffrey M. Wooldridge

Publication date 12 March 1997

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(95)01762-3

zbMATH Keywords

asymptotically efficient generalized method of moments estimatorhedonic price systemsmeasurement errornonlinear three-stage least squares estimatorpanel data modelssimultaneous equations models

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20)

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Cites work

• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• Asymptotic efficiency in estimation with conditional moment restrictions
• Efficient estimation of models for dynamic panel data
• Efficient Estimation Using Panel Data
• Errors in variables in simultaneous equation models
• Estimating Vector Autoregressions with Panel Data
• Formulation and estimation of dynamic models using panel data
• scientific article; zbMATH DE number 3988509 (Why is no real title available?)
• Large Sample Properties of Generalized Method of Moments Estimators
• On the Estimation of Structural Hedonic Price Models
• Pensions and Wages: An Hedonic Price Theory Approach
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• Three-stage least squares with different instruments for different equations
• Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations

Cited in

(12)

• On estimating firm-level production functions using proxy variables to control for unobservables
• Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
• Efficient estimation of panel data models with sequential moment restrictions
• Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables
• Efficient estimation of panel data models with strictly exogenous explanatory variables
• Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables
• scientific article; zbMATH DE number 4201448 (Why is no real title available?)
• Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models
• Panel data models with multiple time-varying individual effects
• EC3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects
• Three-stage least squares with different instruments for different equations
• A note on the application of EC2SLS and EC3SLS estimators in panel data models

Describes a project that uses

Uses Software

• nlmdl

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