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

DOI10.1111/j.1467-9574.1993.tb01420.xzbMath0827.62103MaRDI QIDQ4850379

Paul A. Bekker, Arjen Merckens

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

identification; measurement error; computer algebra program; Jacobian matrix; simultaneous equation models; rank conditions

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-04: Software, source code, etc. for problems pertaining to statistics

65Y99: Computer aspects of numerical algorithms

Related Items

Formula manipulation in statistics on the computer: Evaluating the expectation of higher-degree functions of normally distributed matrices

Cites Work

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• 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
• On the Nature and Number of the Constraints on the Reduced Form as Implied by the Structural Form
• Comment on Identification in the Linear Errors in Variables Model
• Identification and Estimation of Simultaneous Equation Models with Measurement Error
• IDENTIFLABILITY CRITERIA FOR A SYSTEM OF EQUATIONS AS A WHOLE