Simultaneous equations with random coefficients: Estimating the structural form

DOI10.1007/BF02589035zbMATH Open1446.62313OpenAlexW2075115329MaRDI QIDQ3598256FDOQ3598256

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

Recommendations

• Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system
• scientific article; zbMATH DE number 5176385
• Simultaneous equations and panel data
• Local linear estimation by a generalized method of moments with variable bandwidth for varying coefficients simultaneous equations models
• Estimated Generalized Least Squares for Random Coefficient Regression Models

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)

Cites Work

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

Cited In (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
• Title not available (Why is that?)
• 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.

This page was built for publication: Simultaneous equations with random coefficients: Estimating the structural form

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3598256)