Abstract
In this section, we will develop the maximum likelihood estimation of the constrained structural form. As in the case of the reduced form, it is extremely difficult to get analytical results since the normal equations can be solved only by numerical methods. To this end, we adapt a procedure suggested by Pollock [37] for the classical simultaneous equation model.
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© 1988 Springer-Verlag Berlin Heidelberg
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Krishnakumar, J. (1988). Estimation of the Structural Form — Part 2. 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_5
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DOI: https://doi.org/10.1007/978-3-642-45647-3_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-50031-5
Online ISBN: 978-3-642-45647-3
eBook Packages: Springer Book Archive