Coefficients of correlation for simultaneous equation systems

DOI10.1016/0304-4076(77)90053-7zbMath0361.62094OpenAlexW1978779168MaRDI QIDQ1239575

Anirudh L. Nagar, Richard A. L. Carter

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90053-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (6)

The coefficient of determination and simultaneous equation systems ⋮ An R²criterion based on optimal predictors ⋮ ALTERNATIVE MEASURES OF THE EXPLANATORY POWER OF GENERAL MULTIVARIATE REGRESSION MODELS ⋮ Coefficients of correlation for simultaneous equation systems ⋮ GEE estimation of the covariance structure of a bivariate panel data model with an application to wage dynamics and the incidence of profit-sharing in West Germany ⋮ An econometric model of birth inputs and outputs for native americans.

Cites Work

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• Coefficients of correlation for simultaneous equation systems
• The bias and mean squared error of forecasts from partially restricted reduced form
• Simultaneous Equations and Canonical Correlation Theory
• On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
• A Simplified Structural Estimator for Large‐Scale Econometric Models¹
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• RELATIONS BETWEEN TWO SETS OF VARIATES

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