Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
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Publication:4050011
DOI10.2307/1911790zbMath0296.62096OpenAlexW2019887010MaRDI QIDQ4050011
Publication date: 1974
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911790
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Theory of matrix inversion and generalized inverses (15A09)
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