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

Published online by Cambridge University Press:  11 February 2009

Pietro Balestra  and
Jayalakshmi Varadharajan-Krishnakumar
Pietro Balestra
Affiliation:
University of Geneva
Jayalakshmi Varadharajan-Krishnakumar
Affiliation:
University of Geneva
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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.

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Type
Articles
Information
Econometric Theory , Volume 3 , Issue 2 , April 1987 , pp. 223 - 246
Copyright
Copyright © Cambridge University Press 1987

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References

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