Simultaneous equations estimation. Computational aspects

DOI10.1016/0304-4076(80)90050-0zbMath0437.62103OpenAlexW1597855072MaRDI QIDQ1141444

S. H. Smith

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90050-0

zbMATH Keywords

two stage least squarescomputing matrix equationssimultaneous equations estimationthree stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

A recursive three-stage least squares method for large-scale systems of simultaneous equations ⋮ Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models

Cites Work

• A direct error analysis for least squares
• Numerical methods for solving linear least squares problems
• Note on the iterative refinement of least squares solution
• Once again: The least square problem
• Solution of Sparse Indefinite Systems of Linear Equations
• Numerical computations for univariate linear models
• Solving linear least squares problems by Gram-Schmidt orthogonalization
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
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