Estimation of M-equation Linear Models Subject to a Constraint on the Endogenous Variables

Preface Part 1: "Best" Estimation Techniques 1. A Detailed Description of the Model 2. All Explanatory Variables Non-Stochastic, ? Known 3. All Explanatory Variables Non-Stochastic, ? Unknown 4. Simultaneous Equations Part 2: Equation by Equation Estimation 5. A Simple Three Equation Model 6. Extension to M Equations 7. Summary and Conclusions

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M1 Equation;Affect Forecasting Accuracy;Maximum Likelihood Property;General Linear Constraint;Full Information Maximum Likelihood Approach;Forecast Error Variances;Coefficient Constraints;Larger Error Variance;Endogenous Explanatory Variable;Exogenous Explanatory Variables;OLS Residual;BLU Predictor;Finite Sample Properties;Error Term Variance;Simultaneous Equations Systems;IA Estimator;Ml Estimator;OLS Estimator;CI Estimator;Equation Subset;Unobserved Error Terms;Maximum Likelihood Estimator;Finite Samples;Positive Definite;Consistent Estimator