Structural inference of the parameters of the heteroscedastic simultaneous equation model

DOI10.1080/03610929008830470zbMath0728.62106OpenAlexW2049868196MaRDI QIDQ3352345

M. Safiul Haq, Shahjahan Khan

Publication date: 1990

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830470

zbMATH Keywords

scale parametersendogenous variablessimultaneous equation modelexogenous variablesmarginal likelihood functionheteroscedastic error variancejoint structural distributionsmarginal structural distributions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Foundations and philosophical topics in statistics (62A01)

Cites Work

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• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
• The structure of simultaneous equations estimators
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• IV.—On Least Squares and Linear Combination of Observations
• Data Transformations and the Linear Model
• Structural analysis for the bilinear model with linearly related responses
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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