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linear simultaneous equations 1 methods of moments 1 system estimation 1
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Free 1
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Book / Working Paper 1
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English 1
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Lee, Myoung-jae 1
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Institute of Economic Research, Korea University 1
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Discussion Paper Series / Institute of Economic Research, Korea University 1
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Method-of-Moment View of Linear Simultaneous Equation Systems
Lee, Myoung-jae - Institute of Economic Research, Korea University - 2007
In this paper, we review the modern method-of-moment-based approaches to identification and estimation of linear simultaneous equation systems. First, we present the rank condition for the structural form (SF) parameter identification. The rank condition comes naturally and is much easier to...
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