Econometrica: Jan 1962, Volume 30, Issue 1
Identification and Estimation in a Simultaneous Equations Model with Errors in the Variables
https://doi.org/0012-9682(196201)30:1<79:IAEIAS>2.0.CO;2-Z
p.
79-87
H. S. Konijn
Problems of simultaneous equations were first examined in connection with errors-in-variables models, but formal results on identification were published only for the errors-in-equations model. This paper shows that very similar results hold for the errors-in-variables cases. It also examines limited information, maximum likelihood estimation for this case.Log In To View Full Content