IDEAS home Printed from https://ideas.repec.org/h/nbr/nberch/10208.html
   My bibliography  Save this book chapter

The Relative Efficiency of Instrumental Variables Estimators of Systems of Simultaneous Equations

In: Annals of Economic and Social Measurement, Volume 3, number 4

Author

Listed:
  • James M. Brundy
  • Dale W. Jorgenson

Abstract

No abstract is available for this item.

Suggested Citation

  • James M. Brundy & Dale W. Jorgenson, 1974. "The Relative Efficiency of Instrumental Variables Estimators of Systems of Simultaneous Equations," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 679-700, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:10208
    as

    Download full text from publisher

    File URL: http://www.nber.org/chapters/c10208.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Brundy, James M & Jorgenson, Dale W, 1971. "Efficient Estimation of Simultaneous Equations by Instrumental Variables," The Review of Economics and Statistics, MIT Press, vol. 53(3), pages 207-224, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bianchi, Carlo & Calzolari, Giorgio, 1983. "Standard errors of forecasts in dynamic simulation of nonlinear econometric models: some empirical results," MPRA Paper 22657, University Library of Munich, Germany, revised 1983.
    2. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 71440, University Library of Munich, Germany.
    3. Richey, Bobby Gene, Jr., 1986. "The effect of component pricing on the United States soybean industry," ISU General Staff Papers 1986010108000018101, Iowa State University, Department of Economics.
    4. Calzolari, Giorgio & Bianchi, Carlo & Corsi, Paolo & Panattoni, Lorenzo, 1982. "Uncertainty of policy recommendations for nonlinear econometric models: some empirical results," MPRA Paper 28846, University Library of Munich, Germany.
    5. Bianchi, Carlo & Calzolari, Giorgio & Corsi, Paolo, 1981. "Alternative estimates of the Klein-I model," MPRA Paper 23337, University Library of Munich, Germany, revised Sep 1981.
    6. Chavas, Jean-Paul & Johnson, S. R., 1978. "Rational Expectations in Econometric Models," Economics Statistics and Cooperative Services (ESCS) Reports 329201, United States Department of Agriculture, Economic Research Service.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006. "Econometrics: A Bird’s Eye View," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.
    2. Calzolari, Giorgio & Sampoli, Letizia, 1989. "Instrumental variables interpretations of FIML and nonlinear FIML," MPRA Paper 29024, University Library of Munich, Germany.
    3. Jeong Hwan Bae & Dmitriy D. Li & Meenakshi Rishi, 2017. "Determinants of CO emission for post-Soviet Union independent countries," Climate Policy, Taylor & Francis Journals, vol. 17(5), pages 591-615, July.
    4. V. Vance Roley, 1980. "Symmetry Restrictions in a System of Financial Asset Demands: A Theoretical and Empirical Analysis," NBER Working Papers 0593, National Bureau of Economic Research, Inc.
    5. Dale W. Jorgenson & Jean-Jacques Laffont, 1974. "Efficient Estimation of Nonlinear Simultaneous Equations with Additive Disturbances," NBER Chapters, in: Annals of Economic and Social Measurement, Volume 3, number 4, pages 615-640, National Bureau of Economic Research, Inc.
    6. Benjamin M. Friedman & V. Vance Roley, 1981. "Structural Models of Interest Rate Determination and Portfolio Behavior in the Corporate and Government Bond Markets," NBER Working Papers 0205, National Bureau of Economic Research, Inc.
    7. Martin Fukač & Adrian Pagan, 2010. "Limited information estimation and evaluation of DSGE models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(1), pages 55-70, January.
    8. Bianchi, Carlo & Calzolari, Giorgio & Sartori, Franco, 1982. "Stime 2SLS con componenti principali di un modello non lineare dell' economia italiana [2SLS with principal components: estimation of a nonlinear model of the Italian economy]," MPRA Paper 22665, University Library of Munich, Germany, revised 1982.
    9. Calzolari, Giorgio & Panattoni, Lorenzo, 1983. "Hessian and approximated Hessian matrices in maximum likelihood estimation: a Monte Carlo study," MPRA Paper 28847, University Library of Munich, Germany.
    10. Benjamin M. Friedman, 1979. "The Determination of Long-Term Interest Rates: Implications for Monetary and Fiscal Policies," NBER Working Papers 0366, National Bureau of Economic Research, Inc.
    11. Robinson, Peter M., 2003. "Denis Sargan: some perspectives," LSE Research Online Documents on Economics 292, London School of Economics and Political Science, LSE Library.
    12. Badaoui, Eliane & Mangiavacchi, Lucia, 2022. "Assessing the impact of fostering on children’s outcomes in Niger," Economics & Human Biology, Elsevier, vol. 46(C).
    13. Ullah, Irfan & Zhang, Jiawei & Rehman, Alam & Zeeshan, Muhammad, 2022. "Linkages between trade openness, natural gas production and poverty in Pakistan: A simultaneous equation approach," Resources Policy, Elsevier, vol. 79(C).
    14. El Badaoui, Eliane & Mangiavacchi, Lucia, 2018. "Fostering, Child Welfare, and Ethnic Cultural Values," IZA Discussion Papers 11691, Institute of Labor Economics (IZA).
    15. Calzolari, Giorgio & Panattoni, Lorenzo, 1990. "Mode predictors in nonlinear systems with identities," International Journal of Forecasting, Elsevier, vol. 6(3), pages 317-326, October.
    16. Irfan Ullah & Sher Ali & Muhammad Haroon Shah & Farrah Yasim & Alam Rehman & Basheer M. Al-Ghazali, 2019. "Linkages between Trade, CO 2 Emissions and Healthcare Spending in China," IJERPH, MDPI, vol. 16(21), pages 1-15, November.
    17. Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
    18. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 71440, University Library of Munich, Germany.
    19. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "Evaluating Forecast Uncertainty in Econometric Models: The Effect of Alternative Estimators of Maximum Likelihood Covariance Matrix," MPRA Paper 28806, University Library of Munich, Germany.
    20. Deepankar Basu, 2023. "The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation," Papers 2307.12731, arXiv.org, revised Aug 2023.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:nbr:nberch:10208. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/nberrus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.