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Identification of simultaneous equation models with measurement error: a computerized evaluation

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  • A. Merckens
  • P. A. Bekker

Abstract

Rank conditions for identification in structural models are often difficult evaluate. Here we consider simultaneous equation models with measurement error and we show that previously published rank conditions for identification are not well‐suited for evaluation. An alternative rank condition is derived and a computer algebra program is presented that takes care of both the construction and the computation of the rank of the relevant Jacobian matrix. It uses the parameter restrictions as input in order to characterize the identification situation of the individual parameters in the output.

Suggested Citation

  • A. Merckens & P. A. Bekker, 1993. "Identification of simultaneous equation models with measurement error: a computerized evaluation," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 47(4), pages 233-244, December.
    • Handle: RePEc:bla:stanee:v:47:y:1993:i:4:p:233-244
    DOI: 10.1111/j.1467-9574.1993.tb01420.x
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    Cited by:

    1. George Halkos & Kyriaki Tsilika, 2015. "Programming Identification Criteria in Simultaneous Equation Models," Computational Economics, Springer;Society for Computational Economics, vol. 46(1), pages 157-170, June.
    2. Halkos, George & Tsilika, Kyriaki, 2016. "Measures of correlation and computer algebra," MPRA Paper 70200, University Library of Munich, Germany.
    3. George E. Halkos & Kyriaki D. Tsilika, 2018. "Programming Correlation Criteria with free CAS Software," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 299-311, June.

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