Estimating systems of equations with different instruments for different equations

DOI10.1016/0304-4076(95)01762-3zbMath0865.62088OpenAlexW1984703240MaRDI QIDQ2565046

Jeffrey M. Wooldridge

Publication date: 12 March 1997

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

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01762-3

zbMATH Keywords

panel data modelsmeasurement errorsimultaneous equations modelsasymptotically efficient generalized method of moments estimatorhedonic price systemsnonlinear three-stage least squares estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (7)

Estimation of possibly misspecified semiparametric conditional moment restriction models with different conditioning variables ⋮ Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation ⋮ Efficient estimation of panel data models with sequential moment restrictions ⋮ Panel data models with multiple time-varying individual effects ⋮ Estimating linear regressions with mismeasured, possibly endogenous, binary explanatory variables ⋮ On estimating firm-level production functions using proxy variables to control for unobservables ⋮ Efficient estimation of panel data models with strictly exogenous explanatory variables

Uses Software

• nlmdl

Cites Work

• Unnamed Item
• Large Sample Properties of Generalized Method of Moments Estimators
• Three-stage least squares with different instruments for different equations
• Estimating Vector Autoregressions with Panel Data
• Efficient estimation of models for dynamic panel data
• Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation
• Formulation and estimation of dynamic models using panel data
• Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations
• Errors in variables in simultaneous equation models
• Asymptotic efficiency in estimation with conditional moment restrictions
• Pensions and Wages: An Hedonic Price Theory Approach
• Efficient Estimation Using Panel Data
• On the Estimation of Structural Hedonic Price Models
• An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
• The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model

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