Design for simultaneous equations
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Publication:754593
DOI10.1016/0304-4076(79)90054-XzbMath0416.62079OpenAlexW1991837903MaRDI QIDQ754593
Publication date: 1979
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(79)90054-x
full information maximum likelihoodsimultaneous equations systemstandard regression modelcontrolled exogenous variables matrixestimating structural coefficientsthree stage least squares asymptotic variance matrix
Applications of statistics to economics (62P20) Linear inference, regression (62J99) Statistical methods; economic indices and measures (91B82)
Related Items (4)
On maximum information strategies for estimation of stochastic multiple response systems ⋮ A brief introduction to the methodology of optimal experimental design ⋮ Optimal designs subject to cost constraints in simultaneous equations models ⋮ Experimental designs in triangular simultaneous equations models
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