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.

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June 30, 2023

Econometric Society's Journals Welcome First Data Editor

At their 2022 August EC meeting, the Executive Committee of the Econometric Society decided to bring a Data Editor onto the editorial boards of Econometrica, Quantitative Economics and Theoretical Economics. The Society is excited to announce that Joan Llull and his established team will be starting July 1, 2023 as the Society’s first Data Editor. He will bring extensive experience having been Data Editor for the Royal Economic Society and their two journals, the Economic Journal and the Econometrics Journal.

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