Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes

DOI10.2307/1913130zbMath0435.90039OpenAlexW1502720358MaRDI QIDQ3875671

Christian Gouriéroux, Jean-Jacques Laffont, Alain Monfort

Publication date: 1980

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/w0343.pdf

zbMATH Keywords

piecewise linear modelscoherency conditionssimultaneous equation tobit modelendogenous switching regimesexistence of reduced formmultimarkets disequilibrium modelsself-selectivity modelssimultaneous equation probit modelsimultaneous linear equation models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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