Econometrica: Jan 1962, Volume 30, Issue 1
Identification and Estimation in a Simultaneous Equations Model with Errors in the Variables
H. S. KonijnProblems 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.
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