Publication

Identification of simultaneous equation models with measurement error: a computerized evaluation

Merckens, A. & Bekker, P., 1993, In : Statistica Neerlandica. 47, 4, p. 233-244 11 p.

Research output: Contribution to journalArticleAcademicpeer-review

Rank conditions for identification in structural models are often difficult evaluate. Here we consider simultaneous equation models with measurement error and we show that previously published rank conditions for identification
are not well-suited for evaluation. An alternative rank condition is derived and a computer algebra program is presented that takes care
of both the construction and the computation of the rank of the relevant Jacobian matrix. It uses the parameter restrictions as input in order to
characterize the identification situation of the individual parameters in the output.
Original languageEnglish
Pages (from-to)233-244
Number of pages11
JournalStatistica Neerlandica
Volume47
Issue number4
Publication statusPublished - 1993

    Keywords

  • computer algebra, identification, measurement, simultaneous equations error

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