Full Information Estimations of a System of Simultaneous Equations with Error Component Structure

B-Tier
Journal: Econometric Theory
Year: 1987
Volume: 3
Issue: 2
Pages: 223-246

Authors (2)

Balestra, Pietro (not in RePEc) Varadharajan-Krishnakumar, Jayalakshmi (not in RePEc)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component structure and establish relationships between the various structural estimators.

Technical Details

RePEc Handle
repec:cup:etheor:v:3:y:1987:i:02:p:223-246_01
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25