This paper proposed a kind of varying coefficient simultaneous equation models in the random design case.estimated the varying coefficient of the mod-els by local linear GMM estimator and local linear GMM with variable band-width,and studied the large sample properties of estimator.Consistency and asymptotic normality were proved by using laws of large numbers and central limit theorems in probability.
In the first chapter,introduced the research present situation of varying co-efficient models.and gav...