Simultaneous equations with covariance restrictions (Q909403)

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scientific article; zbMATH DE number 4137227
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English
Simultaneous equations with covariance restrictions
scientific article; zbMATH DE number 4137227

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    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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