Method-of-moment view of linear simultaneous equation systems
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Lee, Myoung-Jae | - |
dc.date.accessioned | 2021-09-09T08:37:44Z | - |
dc.date.available | 2021-09-09T08:37:44Z | - |
dc.date.created | 2021-06-10 | - |
dc.date.issued | 2008-05 | - |
dc.identifier.issn | 0039-0402 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/123569 | - |
dc.description.abstract | 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 understand than that in the conventional reduced-form-based indirect approach. Then, we show how to estimate all SF parameters jointly (in a single step) with method-of-moment estimators. As it turns out, using only unconditional moments, but not any conditional moments, greatly simplifies the identification and estimation issues, and makes light work of conveying the essential ideas involved. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | WILEY | - |
dc.title | Method-of-moment view of linear simultaneous equation systems | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | Lee, Myoung-Jae | - |
dc.identifier.doi | 10.1111/j.1467-9574.2007.00383.x | - |
dc.identifier.scopusid | 2-s2.0-41549162131 | - |
dc.identifier.wosid | 000255364200006 | - |
dc.identifier.bibliographicCitation | STATISTICA NEERLANDICA, v.62, no.2, pp.230 - 238 | - |
dc.relation.isPartOf | STATISTICA NEERLANDICA | - |
dc.citation.title | STATISTICA NEERLANDICA | - |
dc.citation.volume | 62 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 230 | - |
dc.citation.endPage | 238 | - |
dc.type.rims | ART | - |
dc.type.docType | Article | - |
dc.description.journalClass | 1 | - |
dc.description.journalRegisteredClass | scie | - |
dc.description.journalRegisteredClass | scopus | - |
dc.relation.journalResearchArea | Mathematics | - |
dc.relation.journalWebOfScienceCategory | Statistics & Probability | - |
dc.subject.keywordAuthor | methods of moments | - |
dc.subject.keywordAuthor | linear simultaneous equations | - |
dc.subject.keywordAuthor | system estimation | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
(02841) 서울특별시 성북구 안암로 14502-3290-1114
COPYRIGHT © 2021 Korea University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.