메뉴 건너뛰기




Volumn 74, Issue 2, 1996, Pages 387-405

Estimating systems of equations with different instruments for different equations

Author keywords

Generalized method of moments; Hedonic price systems; Measurement error; Panel data; Simultaneous equations models; Three stage least squares

Indexed keywords


EID: 0008227679     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01762-3     Document Type: Article
Times cited : (29)

References (28)
  • 1
    • 49049140143 scopus 로고
    • Formulation and estimation of dynamic models using panel data
    • Anderson, T.W. and C. Hsiao, 1982, Formulation and estimation of dynamic models using panel data. Journal of Econometrics 18, 67-82.
    • (1982) Journal of Econometrics , vol.18 , pp. 67-82
    • Anderson, T.W.1    Hsiao, C.2
  • 2
    • 0346651130 scopus 로고
    • Efficient estimation of models for dynamic panel data
    • Ahn, S.C. and P. Schmidt, 1995, Efficient estimation of models for dynamic panel data, Journal of Econometrics 68, 5-27.
    • (1995) Journal of Econometrics , vol.68 , pp. 5-27
    • Ahn, S.C.1    Schmidt, P.2
  • 3
    • 0000605573 scopus 로고
    • The maximum likelihood and the nonlinear three stage least squares estimator in the general nonlinear simultaneous equations model
    • Amemiya, T., 1977, The maximum likelihood and the nonlinear three stage least squares estimator in the general nonlinear simultaneous equations model, Econometrica 45, 955-968.
    • (1977) Econometrica , vol.45 , pp. 955-968
    • Amemiya, T.1
  • 4
    • 84935800783 scopus 로고
    • The estimation of demand parameters in hedonic price models
    • Bartik, T.J., 1987, The estimation of demand parameters in hedonic price models, Journal of Political Economy 95, 81-88.
    • (1987) Journal of Political Economy , vol.95 , pp. 81-88
    • Bartik, T.J.1
  • 5
    • 0001147153 scopus 로고
    • Efficient estimation using panel data
    • Breusch, T., G.E. Mizon, and P. Schmidt, 1989, Efficient estimation using panel data, Econometrica 57, 695-700.
    • (1989) Econometrica , vol.57 , pp. 695-700
    • Breusch, T.1    Mizon, G.E.2    Schmidt, P.3
  • 6
    • 0000447012 scopus 로고
    • On the estimation of structural hedonic price models
    • Brown. J.N. and H.S. Rosen, 1982, On the estimation of structural hedonic price models, Econometrica 50, 765-768.
    • (1982) Econometrica , vol.50 , pp. 765-768
    • Brown, J.N.1    Rosen, H.S.2
  • 7
    • 0001620014 scopus 로고
    • Asymptotic efficiency in estimation with conditional moment restrictions
    • Chamberlain, G., 1987, Asymptotic efficiency in estimation with conditional moment restrictions, Journal of Econometrics 34, 305-334.
    • (1987) Journal of Econometrics , vol.34 , pp. 305-334
    • Chamberlain, G.1
  • 9
    • 0000966482 scopus 로고
    • Simultaneity in the market for housing characteristics
    • Diamond, D.B. and B.A. Smith, 1985, Simultaneity in the market for housing characteristics, Journal of Urban Economics 17, 280-292.
    • (1985) Journal of Urban Economics , vol.17 , pp. 280-292
    • Diamond, D.B.1    Smith, B.A.2
  • 10
    • 84935759472 scopus 로고
    • Hedonic prices and implicit markets: Estimating demand and supply functions for differentiated products
    • Epple, D., 1987, Hedonic prices and implicit markets: Estimating demand and supply functions for differentiated products, Journal of Political Economy 95, 59-80.
    • (1987) Journal of Political Economy , vol.95 , pp. 59-80
    • Epple, D.1
  • 11
    • 0002901850 scopus 로고
    • Three stage least squares estimates for a system of simultaneous nonlinear implicit equations
    • Gallant, A.R., 1977, Three stage least squares estimates for a system of simultaneous nonlinear implicit equations, Journal of Econometrics 5, 71-88.
    • (1977) Journal of Econometrics , vol.5 , pp. 71-88
    • Gallant, A.R.1
  • 13
    • 49249140264 scopus 로고
    • Statistical inference for a system of simultaneous, nonlinear, implicit equations in the context of instrumental variable estimation
    • Gallant, A.R. and D.W. Jorgenson, 1979, Statistical inference for a system of simultaneous, nonlinear, implicit equations in the context of instrumental variable estimation, Journal of Econometrics 11, 275-302.
    • (1979) Journal of Econometrics , vol.11 , pp. 275-302
    • Gallant, A.R.1    Jorgenson, D.W.2
  • 14
    • 0000414660 scopus 로고
    • Large sample properties of generalized method of moments estimators
    • Hansen, L.P., 1982, Large sample properties of generalized method of moments estimators, Econometrica 50, 1029-1054.
    • (1982) Econometrica , vol.50 , pp. 1029-1054
    • Hansen, L.P.1
  • 15
    • 0001467387 scopus 로고
    • An instrumental variable approach to full-information estimators of linear and certain nonlinear econometric models
    • Hausman, J.A., 1975, An instrumental variable approach to full-information estimators of linear and certain nonlinear econometric models, Econometrica 43, 727-738.
    • (1975) Econometrica , vol.43 , pp. 727-738
    • Hausman, J.A.1
  • 16
    • 27744474981 scopus 로고
    • Errors in variables in simultaneous equations models
    • Hausman, J.A., 1977, Errors in variables in simultaneous equations models, Journal of Econometrics 5, 389-401.
    • (1977) Journal of Econometrics , vol.5 , pp. 389-401
    • Hausman, J.A.1
  • 18
    • 0002816448 scopus 로고
    • Estimating vector autoregressions with panel data
    • Holtz-Eakin, D., W. Newey, and H.S. Rosen, 1988, Estimating vector autoregressions with panel data, Econometrica 56, 1371-1395.
    • (1988) Econometrica , vol.56 , pp. 1371-1395
    • Holtz-Eakin, D.1    Newey, W.2    Rosen, H.S.3
  • 19
    • 0346946534 scopus 로고
    • Unpublished Ph.D. dissertation (Michigan State University, Department of Economics, East Lansing, MI)
    • Im, K., 1994, Estimation with panel data, Unpublished Ph.D. dissertation (Michigan State University, Department of Economics, East Lansing, MI).
    • (1994) Estimation with Panel Data
    • Im, K.1
  • 20
    • 0001212796 scopus 로고
    • Efficient estimation of structural hedonic systems
    • Kahn, S. and K. Lang, 1988, Efficient estimation of structural hedonic systems, International Economic Review 29, 157-166.
    • (1988) International Economic Review , vol.29 , pp. 157-166
    • Kahn, S.1    Lang, K.2
  • 21
    • 84952503753 scopus 로고
    • On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous
    • Keane, M.P. and D.E. Runkle, 1992, On the estimation of panel-data models with serial correlation when instruments are not strictly exogenous, Journal of Business and Economic Statistics 10, 1-9.
    • (1992) Journal of Business and Economic Statistics , vol.10 , pp. 1-9
    • Keane, M.P.1    Runkle, D.E.2
  • 22
    • 0001422536 scopus 로고
    • Identifying structural equations with single market data
    • Mendelsohn, R., 1985, Identifying structural equations with single market data, Review of Economics and Statistics 67, 525-529.
    • (1985) Review of Economics and Statistics , vol.67 , pp. 525-529
    • Mendelsohn, R.1
  • 24
    • 0001791734 scopus 로고
    • Hedonic prices and implicit markets: Product differentiation in pure competition
    • Rosen, S., 1974, Hedonic prices and implicit markets: Product differentiation in pure competition, Journal of Political Economy 82, 34-55.
    • (1974) Journal of Political Economy , vol.82 , pp. 34-55
    • Rosen, S.1
  • 25
    • 38249020678 scopus 로고
    • Three stage least squares with different instruments for different equations
    • Schmidt, P., 1990, Three stage least squares with different instruments for different equations, Journal of Econometrics 43, 389-394.
    • (1990) Journal of Econometrics , vol.43 , pp. 389-394
    • Schmidt, P.1
  • 27
    • 0000735116 scopus 로고
    • Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data
    • Tauchen, G., 1986, Statistical properties of generalized method-of-moments estimators of structural parameters obtained from financial market data, Journal of Business and Economic Statistics 4, 397-416.
    • (1986) Journal of Business and Economic Statistics , vol.4 , pp. 397-416
    • Tauchen, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.