Gains by the common structural variance

DOI10.1080/03610929008830328zbMath0728.62108OpenAlexW2032225027MaRDI QIDQ3352347

Jiro Hodoshima

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/03610929008830328

zbMATH Keywords

identificationasymptotic efficiencystructural changelimited information maximum likelihoodlinear simultaneous equations modelestimator of structural coefficientsLIML estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Cites Work

• Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation
• Linear Statistical Inference and its Applications
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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