Simultaneous equations with covariance restrictions (Q909403)
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scientific article; zbMATH DE number 4137227
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous equations with covariance restrictions |
scientific article; zbMATH DE number 4137227 |
Statements
Simultaneous equations with covariance restrictions (English)
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1990
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Full-information maximum-likelihood
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minimum-distance estimators
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simultaneous-equations model
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covariance restrictions
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Linearization
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instrumental-variables interpretation
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efficient three-stage least- squares estimator
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nonnormality in the errors
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0.9155041
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0.8740317
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0.87050396
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0.8583564
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0.8547606
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0.8503518
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