The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems

DOI10.1016/0047-259X(74)90034-7zbMath0286.62079MaRDI QIDQ1845606

Ejnar Lyttkens

Publication date: 1974

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Multivariate analysis (62H99) Linear regression; mixed models (62J05)

Related Items

Recursive estimation of simultaneous equation models ⋮ Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances ⋮ Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances ⋮ On the efficient estimation methods for the macro-economic models nonlinear in variables

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