Arbeitspapier
Reexamining the Estimation of Simultaneous Equations Systems
This paper generalises a classical theorem on the minimisation of the ratio of two quadratic forms so as to permit the denominator to be nonnegative definite, provides a modified formula for the minimum variance ratio estimation including the limited information maximum likelihood, and collaterally shows that the use of the principal components of some predetermined variables in the first stage of two stage least squares is afraid of leading to biased estimators.
- Language
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Englisch
- Bibliographic citation
-
Series: CESifo Working Paper ; No. 187
- Classification
-
Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Kimura, Yoshio
- Event
-
Veröffentlichung
- (who)
-
Center for Economic Studies and ifo Institute (CESifo)
- (where)
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Munich
- (when)
-
1999
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Kimura, Yoshio
- Center for Economic Studies and ifo Institute (CESifo)
Time of origin
- 1999
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Simultaneous-Equations Models
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Re-examining inequality persistence
Reexamining the Schmalensee effect
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Re-examining progressive halakhah
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