The structure of simultaneous equations estimators. A comment

DOI10.1016/0304-4076(80)90097-4zbMath0458.62090OpenAlexW1559251067MaRDI QIDQ1151712

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)90097-4

zbMATH Keywords

generalised derivation of maximum likelihood estimatorsingular error covariance matricesstructure of simultaneous equations estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear inference, regression (62J99)

Related Items (1)

Prediction tests in limited dependent variable models

Cites Work

• The structure of simultaneous equations estimators
• Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• The Systems of Consumer Demand Functions Approach: A Review
• Three-Stage Least-Squares and Full Maximum Likelihood Estimates
• Linear Statistical Inference and its Applications
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate

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