Concepedia

Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions

Jerry A. Hausman, Whitney K. Newey, William E. Taylor

Econometrica · 1987 · 79 citations · 18 references

Concepts

Social SciencesEconomicsEconometricsEstimation TheoryMaximum Likelihood EstimationModel IdentifiabilityModel SpecificationParameter EstimationSimultaneous Equations ModelsCovariance EstimationCovariance RestrictionsEconometric IdentificationEfficient EstimationEstimation Of Structural ParametersIdentification ConditionsSimultaneous Equation EstimationSimultaneous Equation Systems

Abstract

This paper is a revision of an earlier version presented at the European Econometric Meetings, 1982

References

18