Talk:Simultaneous equations model

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Dr. von Hagen's comment on this article

Latest comment: 8 years ago1 comment1 person in discussion

Dr. von Hagen has reviewed this Wikipedia page, and provided us with the following comments to improve its quality:

1. It is not necessary to assume that error terms are independent and identically distributed. Estimation procedures for cases where they are not exist. However, identification may involve restrictions on the Variance-covarivance matrix of the rror terms in that case.
2. The proper t-values for testing the parameters in the second stage of 2SLS are not the t-values from the second stage. They must be corrected. There is work on that by Adrian Pagan in the 1980s.
2. LIML estimation should be compared to Full Information Max Likelihood.

We hope Wikipedians on this talk page can take advantage of these comments and improve the quality of the article accordingly.

We believe Dr. von Hagen has expertise on the topic of this article, since he has published relevant scholarly research:

Reference : von Hagen, Jurgen & Zhou, Jizhong, 2006. "The Interaction Between Capital Controls and Exchange Rate Regimes: Evidence from Developing Countries," CEPR Discussion Papers 5537, C.E.P.R. Discussion Papers.

ExpertIdeasBot (talk) 21:01, 23 September 2016 (UTC)Reply

Draft:Three-Stage Least Squares Estimator

Latest comment: 7 years ago1 comment1 person in discussion

A group of PhD students were made to write this and other econometrics articles for an experiment. Encyclopedic quality is poor and they were blocked for not disclosing they were paid for their edits but in order to make use of at least some of the work maybe someone can look at it and see if parts of it can be integrated. Antimanipulator (talk) 16:34, 28 September 2017 (UTC)Reply

Collecting material about identification

Latest comment: 3 years ago2 comments1 person in discussion

This article could use a comprehensive treatment of identification. To that end, I suggest that rank condition and order condition, which are currently stubs without much context, be merged here. The section Simultaneous equations model#Using cross-equation restrictions to achieve identification should be cleaned up and made a part of it as well. Wikiacc (¶) 20:19, 10 August 2020 (UTC)Reply

Merges complete. Wikiacc (¶) 01:25, 26 December 2020 (UTC)Reply

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