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Some small-sample properties of instrumental-variables estimators of block triangular models - MaRDI portal

Some small-sample properties of instrumental-variables estimators of block triangular models (Q1918158)

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scientific article; zbMATH DE number 906625
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English
Some small-sample properties of instrumental-variables estimators of block triangular models
scientific article; zbMATH DE number 906625

    Statements

    Some small-sample properties of instrumental-variables estimators of block triangular models (English)
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    5 September 1996
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    approximate distributions
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    linear, simultaneous equations models
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    error covariance matrices
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    instrumental-variables estimator
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    triangular models
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    exact distribution
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    mean square error matrix
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    Identifiers