A variant on the argument for the invariance of estimators in a singular system of equations

DOI10.1080/07474939008800179zbMath0718.62285OpenAlexW1992895505MaRDI QIDQ5750317

Keith R. McLaren

Publication date: 1990

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939008800179

zbMATH Keywords

Allocation modelsinvariance to deleted equationsystems estimation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Related Items (4)

Parsimonious autocorrelation corrections for singular demand systems ⋮ Functional monetary aggregates, monetary policy, and business cycles ⋮ Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm ⋮ Stochastic volatility demand systems

Cites Work

• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• Estimation and Inference for Linear Models in Which Subsets of the Dependent Variable are Constrained
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