Dummy Endogenous Variables in a Simultaneous Equation System
Фиктивные эндогенные переменные в системе одновременных уравнений
1977-05-01
SCID: 54.1/8ghxpeth
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continuous endogenous variablesdiscrete endogenous variablesendogenous variablessimultaneous equation modelsstatistical estimation
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Abstract (AI)
This paper considers the formulation and estimation of simultaneous equation models with both discrete and continuous endogenous variables. The statistical model proposed here is sufficiently rich to encompass the lassjcai simultaneous equation model for continuous endogenous variables and more recent models for purely discrete endogenous variables as special cases of a more general model.
Key Findings
1
The framework also includes newer models designed exclusively for discrete endogenous variables as special cases.
2
The model provides a unified basis for estimating simultaneous-equation systems with mixed endogenous-variable types.
3
The paper formulates a simultaneous-equation model accommodating both discrete and continuous endogenous variables.
4
The proposed statistical framework encompasses the classical simultaneous-equation model for continuous endogenous variables as a special case.
Research Object
Simultaneous equation models with discrete and continuous endogenous variables
Research Subject
The formulation and estimation of a unified statistical model encompassing continuous-variable and purely discrete-variable simultaneous equation models
Publication Details
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1977-05-01
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