The coefficient of determination and simultaneous equation systems

DOI10.1016/0304-4076(80)90096-2MaRDI QIDQ1150988zbMATH OpenOpenAlexFDO

Authors John Knight

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4076(80)90096-2

zbMATH Keywords

k-class reduced formpartially restricted reduced form estimationsimultaneous equation systemssingle structural equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• A Reinterpretation of Two and Three Stage Least Squares
• Coefficients of correlation for simultaneous equation systems
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• Simultaneous Equations and Canonical Correlation Theory

Cited in

(3)

• Coefficient of determination for multiple measurement error models
• Goodness of fit in nonparametric regression modelling
• Goodness of fit in restricted measurement error models

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