This paper derives limited and full information estimators for structural parameters of a simultaneous equations model with three-way error components for balanced panels. The model consists in a finite number of equations that incorporates three dimensions: area, individual and time. Monte Carlo experiments illustrate the gain in efficiency by performing their estimators rather than the existing procedures for simultaneous one-way and simultaneous two-way error components.

中文翻译：

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具有三向误差分量的联立方程

本文针对三元误差分量为平衡面板的联立方程模型的结构参数推导了有限和完整的信息估计量。该模型包含有限数量的方程，其中包含三个维度：面积，个体和时间。蒙特卡洛实验通过执行估计器而不是同时存在单向误差和双向误差分量的现有过程来说明效率的提高。