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Random Parameters in a Simultaneous Equation Framework: Identification and Estimation

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  • Kelejian, Harry H

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  • Kelejian, Harry H, 1974. "Random Parameters in a Simultaneous Equation Framework: Identification and Estimation," Econometrica, Econometric Society, vol. 42(3), pages 517-527, May.
  • Handle: RePEc:ecm:emetrp:v:42:y:1974:i:3:p:517-27
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    Cited by:

    1. Ilzetzki, Ethan & Mendoza, Enrique G. & Végh, Carlos A., 2013. "How big (small?) are fiscal multipliers?," Journal of Monetary Economics, Elsevier, vol. 60(2), pages 239-254.
    2. G. Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure Endogeneity," Monash Econometrics and Business Statistics Working Papers 14/15, Monash University, Department of Econometrics and Business Statistics.
    3. Troske, Kenneth R. & Voicu, Alexandru, 2010. "Joint estimation of sequential labor force participation and fertility decisions using Markov chain Monte Carlo techniques," Labour Economics, Elsevier, vol. 17(1), pages 150-169, January.
    4. Phillips, Peter C B, 1985. "The Exact Distribution of LIML: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.
    5. Cheng Hsiao & M. Hashem Pesaran, 2004. "Random Coefficient Panel Data Models," CESifo Working Paper Series 1233, CESifo.
    6. Forchini Giovanni & Jiang Bin & Peng Bin, 2020. "Instrumental Variables Estimation in Large Heterogeneous Panels with Multifactor Structure," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-22, January.
    7. Giovanni Forchini & Bin Jiang & Bin Peng, 2015. "Consistent Estimation in Large Heterogeneous Panels with Multifactor Structure and Endogeneity," School of Economics Discussion Papers 0315, School of Economics, University of Surrey.
    8. Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University.
    9. Michael Bates & Seolah Kim, 2024. "Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 39(4), pages 679-696, June.
    10. J. Paul Elhorst, 2003. "Specification and Estimation of Spatial Panel Data Models," International Regional Science Review, , vol. 26(3), pages 244-268, July.
    11. Ilzetzki, Ethan Oriel & Mendoza, Enrique G. & Végh, Carlos A., 2010. "How big (small?) are fiscal multipliers?," LSE Research Online Documents on Economics 121725, London School of Economics and Political Science, LSE Library.
    12. Richard Levin & Peter C. Reiss, 1984. "Tests of a Schumpeterian Model of R&D and Market Structure," NBER Chapters, in: R&D, Patents, and Productivity, pages 175-208, National Bureau of Economic Research, Inc.
    13. Rausser, Gordon & Mundlak, Yair & Johnson, S.R., 1981. "Structural Change, Updating, and Forecasting," CUDARE Working Papers 198213, University of California, Berkeley, Department of Agricultural and Resource Economics.
    14. Alberto Díaz Dapena & Fernando Rubiera-Morollon & Dusan Paredes, 2019. "New Approach to Economic Convergence in the EU: A Multilevel Analysis from the Spatial Effects Perspective," International Regional Science Review, , vol. 42(3-4), pages 335-367, May.

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