Three-stage least squares with different instruments for different equations

DOI10.1016/0304-4076(90)90127-fzbMath0694.62057OpenAlexW2053635848MaRDI QIDQ63508

Peter Schmidt, N. E. Zubov

Publication date: March 1990

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

Full work available at URL: https://doi.org/10.1016/0304-4076(90)90127-f

zbMATH Keywords

consistencyfitted values of the endogenous variablesgeneralized method-of-moments estimatorthree-stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items (5)

Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences ⋮ Simultaneous equations and panel data ⋮ systemfit ⋮ Efficient estimation of panel data models with strictly exogenous explanatory variables ⋮ Estimating systems of equations with different instruments for different equations

Cites Work

• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
• Unnamed Item

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