Simultaneous equations with random coefficients: Estimating the structural form

DOI10.1007/BF02589035MaRDI QIDQ3598256zbMATH OpenOpenAlexFDO

Authors Silvia Terzi

Publication date 3 February 2009

Published in Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02589035

zbMATH Keywords

panel datarandom coefficientssimultaneous equations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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Cites work

• Efficient Inference in a Random Coefficient Regression Model
• Random Parameters in a Simultaneous Equation Framework: Identification and Estimation
• The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

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(8)

• Multilevel simultaneous equation model: a novel specification and estimation approach
• Estimation of simultaneous equation models with error components structure
• Theory and method of estimation of varying coefficient macroeconomic simultaneous equations model
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• Stochastic specification and estimation of share equation systems
• Simultaneous equations with covariance restrictions
• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
• Estimation of simultaneous systems of spatially interrelated cross sectional equations.

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