Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Econometrica: Jan, 1962, Volume 30, Issue 1

Identification and Estimation in a Simultaneous Equations Model with Errors in the Variables

https://www.jstor.org/stable/1911288
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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