This paper derives a 3SLS estimator for a simultaneous system of spatial autoregressive equations with random effects which can therefore handle endoegeneity, spatial lag dependence, heterogeneity as well as cross equation correlation. This is done by utilizing the Kelejian and Prucha (1998) and Lee (2003) type instruments from the cross-section spatial autoregressive literature and marrying th...

This introduction to the R package systemfit is a slightly modified version of Henningsen and Hamann (2007), published in the Journal of Statistical Software. Many statistical analyses (e.g., in econometrics, biostatistics and experimental design) are based on models containing systems of structurally related equations. The systemfit package provides the capability to estimate systems of linear...

A system of nonlinear biomass component equations was developed for slash pine (Pinus elliottii Engelm. var. elliottii) trees using an econometric approach in which endogenous right-hand-side variables were included some equations. The fitted to data from 306 sampled the southeastern United States with weighted two-stage (2SLS) and three-stage (3SLS) least squares full information maximum-likel...

In randomised controlled trials that have non-compliance with the treatment assigned, policy makers require unbiased estimates of the causal effect of the treatment received. Instrumental variable (IV) approaches provide complier average causal effects (CACE) estimates. Common IV methods such as two-stage least squares (2SLS) have not been extended to settings with multivariate outcomes. We pro...

Pertumbuhan ekonomi Produk Domestik Regional Bruto (PDRB) diidentikkan sebagai ukuran kesejahteraan masyarakat. Usaha mikro kecil (UMK) di Indonesia dapat menjadi pendukung dalam pertumbuhan karena UMK memiliki karakteristik positif sektor yang mampu menyediakan lapangan pekerjaan besar. Pengeluaran juga mempengaruhi PDRB, menunjukkan masyarakat memenuhi kebutuhan hidupnya. Jawa Timur salah sat...

This paper examines the relationship between firm size, competitive strategy and performance, for the long-lived small firm in Scotland. It uses structural modelling to test the hypothesis that small firms need to remain small if they are to be long-lived. In a threeequation simultaneous model, performance, size and the dimensions of the competitive strategy of the firm are jointly determined. ...