On the efficient estimation of simultaneous equations with covariance restrictions (Q583806)

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scientific article; zbMATH DE number 4133373
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On the efficient estimation of simultaneous equations with covariance restrictions
scientific article; zbMATH DE number 4133373

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    On the efficient estimation of simultaneous equations with covariance restrictions (English)
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    1989
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    linear models
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    multivariate regression
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    quasi-maximum likelihood estimators
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    minimum distance estimators
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    nonlinear least squares estimators
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    simultaneous equations model
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    general covariance restrictions
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    fourth-order moments
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    relative inefficiency
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    nonlinear restrictions
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    estimators of slope
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    covariance parameters
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