Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation

DOI10.1016/0304-4076(79)90041-1zbMath0463.62104OpenAlexW2059164202MaRDI QIDQ1153643

A. Ronald Gallant, Dale W. Jorgenson

Publication date: 1979

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

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90041-1

zbMATH Keywords

instrumental variable estimationsystem of simultaneous non-linear implicit equationsthree-stage least squares estimationtwo-stage least squares estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)

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