Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system

Authors
Hahn, J
Citation
J. Hahn, Consistent estimation of the random structural coefficient distribution from the linear simultaneous equations system, ECON LETT, 73(2), 2001, pp. 227-231
Citations number
5
Categorie Soggetti
Economics
Journal title
ECONOMICS LETTERS
ISSN journal
01651765 → ACNP
Volume
73
Issue
2
Year of publication
2001
Pages
227 - 231
Database
ISI
SICI code
0165-1765(200111)73:2<227:CEOTRS>2.0.ZU;2-F
Abstract
For the linear simultaneous equations model (LSEM) with random structural c oefficients, it is sometimes of interest to identify the distribution of th ose structural coefficients. It is shown that the structural parameter dist ribution can be identified if the distribution of the exogenous variables i s reasonably smooth. (C) 2001 Elsevier Science BY All lights reserved.