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FIML estimation of models with multiple regimes and covariance restrictions |
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| Authors: | James Davidson |
| Institution: | London School of Economics and Political Science, London WC2A 2AE, UK |
| Abstract: | This paper examines the FIML estimator for a system of simultaneous equations in which a structural change, at a known time, has taken place in one or two of the equations, while the rest are unaffected. |
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