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Constraints Often Overlooked in Analyses of Simultaneous Equation Models

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Publication:5183044
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DOI10.2307/1912072zbMath0274.62078OpenAlexW2031812256MaRDI QIDQ5183044

Arnold Zellner

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912072



Mathematics Subject Classification ID

Applications of statistics to economics (62P20)


Related Items (8)

Limited information Bayesian analysis of a simultaneous equation with an autocorrelated error term and its application to the U.S. gasoline market ⋮ Bounding the effects of proxy variables on instrumental-variables coefficients ⋮ A ridge-like method for simultaneous estimation of simultaneous equations ⋮ Minimum average risk estimators for coefficients in linear models ⋮ Regressor diagnostics for the classical errors-in-variables model ⋮ The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model ⋮ Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II ⋮ Two methods of evaluating hoerl and kennard's ridge regression




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