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Presentation of Simultaneous Equations Model with Error Components Structure and Estimation of the Reduced Form

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Estimation of Simultaneous Equation Models with Error Components Structure

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 312))

Abstract

We consider a complete linear system in M jointly dependent or current endogenous variables and K predetermined variables. Each variable is observed for N cross-sectional units during T successive time periods. This subsection will be entirely devoted to the presentation of a systematic notation which will serve as a basis for all future derivations and calculations.

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© 1988 Springer-Verlag Berlin Heidelberg

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Krishnakumar, J. (1988). Presentation of Simultaneous Equations Model with Error Components Structure and Estimation of the Reduced Form. In: Estimation of Simultaneous Equation Models with Error Components Structure. Lecture Notes in Economics and Mathematical Systems, vol 312. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-45647-3_3

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  • DOI: https://doi.org/10.1007/978-3-642-45647-3_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-50031-5

  • Online ISBN: 978-3-642-45647-3

  • eBook Packages: Springer Book Archive

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