Abstract
Let us consider the m-th structural equation, over-identified, and rewrite it as follows :
where ym is the NT × 1 vector of the values taken by the jointly dependent variable explained by the equation and Ym is the \( NT\times {{\tilde{M}}_{m}} \) matrix of the values taken by the \( {{\tilde{M}}_{m}} \) jointly dependent explanatory variables present in the equation ; Xm is the NT × Km matrix of the values taken by the Km explanatory predetermined variables of the equation ; γm and ßm are the corresponding coefficient vectors of dimensions \( {{\tilde{M}}_{m}}\times 1 \) and Km × 1 respectively.
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© 1988 Springer-Verlag Berlin Heidelberg
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Krishnakumar, J. (1988). Estimation of the Structural Form — Part 1. 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_4
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DOI: https://doi.org/10.1007/978-3-642-45647-3_4
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50031-5
Online ISBN: 978-3-642-45647-3
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