Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
From MaRDI portal
Publication:3265200
DOI10.2307/1905293zbMath0090.36504OpenAlexW2007626246MaRDI QIDQ3265200
Publication date: 1960
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1905293
Related Items (11)
Principal components in econometrics ⋮ The prejudices of least squares, principal components and common factors schemes ⋮ Some small-sample properties of instrumental-variables estimators of block triangular models ⋮ Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables ⋮ A comparison of estimators for undersized samples ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ The classical principles of testing using instrumental variables estimates ⋮ Factor-GMM estimation with large sets of possibly weak instruments ⋮ INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT ⋮ Instrumental variables estimation with many weak instruments using regularized JIVE ⋮ Optimal instruments when the disturbances are small
This page was built for publication: Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
