Abstract: In this paper, we will consider a random coefficients
regression in simultaneous equations model (SEM). Some facts about SEM in
econometrics theory and practice are introduced. Estimation problems concerning
double k-class in SEM which have
random coefficients are considered. Bias and mean squared error (MSE) of double k-class
estimators are derived for random coefficients in a single equation SEM. For
givenwe suggested four alternative
values of Three of them are better, in the
sense of MSE, than the other values of
Keywords and phrases: random coefficient
regression model, simultaneous linear equation model, and double K
class estimation.
