A simultaneous equation system presumes that endogenous explanatory variables are correlated with equation-specific structural disturbances. The authors' paper proposes estimation methods and tests for switching orthogonality of a subset of the endogenous variables over a sample subset when the...

This article proposes a simulation approach to obtain least-squares or generalized least-squares estimators of structural nonlinear errors-in-variables models. The proposed estimators are computationally attractive because they do not need numerical integration nor huge numbers of simulations...