Abstract
This paper examines identification and estimation in recursive linear models. After developing the main result on identification of recursive models, the paper considers estimation in models subject to overidentifying constraints. A particularly simple, but quite general and efficient, approach to estimating constrained recursive models is developed.
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Carmines, E.G. The statistical analysis of overidentified linear recursive models. Qual Quant 24, 65–85 (1990). https://doi.org/10.1007/BF00221385
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DOI: https://doi.org/10.1007/BF00221385