Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation

DOI10.2307/1912288zbMath0517.62107OpenAlexW2050793396MaRDI QIDQ3666114

William E. Taylor, Jerry A. Hausman

Publication date: 1983

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1721.1/66627

zbMATH Keywords

identificationnecessary and sufficient conditionslinear simultaneous equationslimited informationcovariance restrictionsFIML first order conditionsinstrumental variables interpretation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

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