The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
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Publication:3681810
DOI10.2307/1913473zbMath0566.62096OpenAlexW1996900795MaRDI QIDQ3681810
Harry H. Kelejian, Ingmar R. Prucha
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913473
maximum likelihood estimatornormal equationsnonnormal disturbancesmultivariate Student tdisturbance vectorsestimator generating equationsgeneral linear simultaneous equations system
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
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