Simultaneous Equations Model
Author:
Publisher
Springer International Publishing
Link
https://link.springer.com/content/pdf/10.1007/978-3-030-80149-6_11
Reference54 articles.
1. Anderson, T.W. and H. Rubin (1950), “The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations,” Annals of Mathematical Statistics, 21: 570–582.
2. Anselin, L. (1988), Spatial Econometrics: Methods and Models (Kluwer: Dordrecht).
3. Baltagi, B.H. (1989), “A Hausman Specification Test in a Simultaneous Equations Model,” Econometric Theory, Solution 88.3.5, 5: 453–467.
4. Baltagi, B.H. and L. Liu (2009), “Spatial Lag Test with Equal Weights,” Economics Letters, 104: 81–82.
5. Basmann, R.L. (1957), “A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation,” Econometrica, 25: 77–83.
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