| Authors |
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| Publication date |
2003
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| Series |
UvA Econometrics Discussion Paper, 2002/14
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| Number of pages |
15
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| Publisher |
Amsterdam: Department of Quantitative Economics
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| Organisations |
-
Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
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| Abstract |
This paper considers within-equation restrictions in simultaneous equation models. It provides an algorithm, which renders them generically identifying. This algorithm works directly on the the restrictions and renders estimation by means of methods that require identification possible. Using this method it is possible to calculate the right number of degrees of freedom analytically and to provide standard errors on all the estimated parameters.
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| Document type |
Working paper
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| Language |
English
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| Published at |
http://www1.feb.uva.nl/pp/bin/464fulltext.pdf
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