Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions (Q3806653): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2003231999 / rank | |||
Normal rank | |||
Latest revision as of 00:11, 20 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)
0 references
1987
0 references
instrumental variables
0 references
estimation of simultaneous equations models
0 references
covariance restrictions
0 references
FIML estimation
0 references
estimated residuals
0 references
three- stage least squares
0 references
linearized equations
0 references
asymptotically efficient estimator
0 references
identification
0 references
moment restrictions
0 references
instrument-residual orthogonality
0 references
