Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions (Q3806653): Difference between revisions
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Revision as of 13:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions |
scientific article |
Statements
Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions (English)
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1987
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instrumental variables
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estimation of simultaneous equations models
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covariance restrictions
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FIML estimation
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estimated residuals
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three- stage least squares
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linearized equations
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asymptotically efficient estimator
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identification
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moment restrictions
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instrument-residual orthogonality
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