scientific article; zbMATH DE number 515945

zbMath0792.62101MaRDI QIDQ4283463

Phoebus J. Dhrymes

Publication date: 20 February 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identificationconsistencygeneralized method of momentscausalityconvergence theoremslimiting distributiongeneral linear modelmaximum likelihood methodsminimum contrast estimatorsKullback informationdependent sequencesgeneral linear structural econometric modeladditive errorsmartingale difference central limit theoremgeneral nonlinear modelFIML estimatorgeneral nonlinear simultaneous equations modelmethod of generalized moments estimatornonlinear two and three stage least squarestwo and three stage least squares

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items (6)

Identification and Kullback information in the GLSEM ⋮ Locally robust inference for non-Gaussian linear simultaneous equations models ⋮ Phoebus J. Dhrymes (1932–2016) ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models ⋮ Bootstrapping I(1) data ⋮ Bayesian and classical approaches to instrumental variable regression

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