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Query: faculty: "FEB" and publication year: "2003"

AuthorP.H. Omtzigt
TitleAutomatic identification of simultaneous equations models
PublisherDepartment of Quantitative Economics
PlaceAmsterdam
Year2003
Pages15
Title seriesUvA Econometrics Discussion Paper
Series number2002/14
FacultyFaculty of Economics and Business
Institute/dept.FEB: Amsterdam School of Economics Research Institute (ASE-RI)
AbstractThis paper considers within-equation restrictions in simultaneous equation models. It provides an algorithm, which renders them generically identifying. This algorithm works directly on the the restrictions and renders estimation by means of methods that require identification possible. Using this method it is possible to calculate the right number of degrees of freedom analytically and to provide standard errors on all the estimated parameters.
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