Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix
type: Item
instance of: scholarly article
title: Computing 3SLS solutions of simultaneous equation models with a possible singular variance-covariance matrix
zbMATH Open document ID: 0893.90031
DOI: 10.1023/A:1008617207791
author: Elias Dinenis
author: Erricos J. Kontoghiorghes
published in: Computational Economics
publication date: 1998-08-16T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 65Y05
zbMATH DE Number: 1062215
zbMATH Keywords: three-stage least squares estimator
zbMATH Keywords: simultaneous equation model
zbMATH Keywords: QR decomposition
zbMATH Keywords: matrix factorizations
MaRDI profile type: Publication
full work available at URL: a:1008617207791
OpenAlex ID: W2102212027
description: scientific article; zbMATH DE number 1062215