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Faculty Selected Works of Keith Womer
Article
Identification and Least Squares in Simultaneous Equations
The American Statistician (1985)
  • Keith Womer, University of Missouri-St. Louis
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Abstract
The relation between the structural and the reduced-form parameters in a system-of-equations model is used to relate identification to two-stage and three-stage least squares. This provides a straightforward derivation of the estimators as an attempt to satisfy the relation with least squares estimators for the reduced-form parameters.
Keywords
  • Two-stage least squares,
  • Three-stage least squares,
  • Indirect least squares
Disciplines
Publication Date
1985
DOI
10.1080/00031305.1985.10479451
Citation Information
Keith Womer. "Identification and Least Squares in Simultaneous Equations" The American Statistician Vol. 39 Iss. 4 (1985) p. 295 - 297
Available at: http://works.bepress.com/keith-womer/51/