rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Reduced form estimation in partially specified simultaneous equations models
  name:
    name part: Powell, William Arthur
    name part: 1956-
    role:
      role term: creator
  name:
    name part: Gronberg, Timothy J.
    role:
      role term: degree committee member.
  name:
    name part: Hwang, Hae-Shin
    role:
      role term: degree supervisor.
  name:
    name part: Livingston, Jay N.
    role:
      role term: degree committee member.
  name:
    name part: Moroney, John R.
    role:
      role term: degree committee member.
  name:
    name part: Texas A & M University
    role:
      role term: degree granting institution.
  type of resource: text
  genre: bibliography
  genre: Academic theses
  origin info:
    place:
      place term: xx
    date issued: 1993
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: 1 x, 101 leaves : illustrations ; 28 cm
  abstract: Using Monte Carlo methods, this dissertation investigates the relative efficiency of alternative reduced form estimators for partially specified simultaneous equations models, including both non-censored and censored endogenous variables. The research has been undertaken with two major objectives in mind. First, our research is designed to more fully investigate the conditions determining the relative efficiency of the currently available reduced form estimators for these models. As is well known, the relative efficiency of these estimators will depend crucially on several parameters corresponding to the models. The values of these parameters are generally allowed to vary over a specified range and across experiments. However, past studies have limited this variation to very narrow ranges and, thus, have failed to fully catalogue the affects of alternative parameter specifications on the relative efficiency of these estimators. Our research is designed to explore a more complete range of values for these crucial parameters and investigate their affects on the relative performance of the reduced form estimators. Second, past studies have implicitly treated models with censored dependent variables separately from those containing non-censored dependent variables. Our research, however, demonstrates that the reduced form estimators for these two cases are, at least in spirit, quite similar. These similarities are exploited in such a way as to allow for a more thorough investigation of the relative performance of the alternative estimators for the censored case. In addition, we propose several new estimators that differ from previous estimators in the way the overidentifying restrictions are employed to estimate the reduced form models. Our experiments also compare and contrast the performance of these new estimators to those currently available. In some cases these new estimators perform quite well. Overall, our research has been successful and we are able to offer sev…
  note: "Major subject: Economics."
  note: Vita.
  note: Ph. D. Texas A & M University 1993
  note: Includes bibliographical references.
  subject:
    topic: Econometrics
  subject:
    topic: Equations, Simultaneous
  subject:
    topic: Tobits
  subject:
    topic: Major economics
  identifier: http://proxy.library.tamu.edu/login
  identifier: https://hdl.handle.net/1969.1/DISSERTATIONS-1482160
  related item:
    location:
      url: http://proxy.library.tamu.edu/login
  related item:
    location:
      url: https://hdl.handle.net/1969.1/DISSERTATIONS-1482160
  record info:
    record content source: TXA
    record creation date: 950614
    record change date: 20220103134913.0
    record identifier: in00001242305
    language of cataloging:
      language term: eng