The Algebra of Estimation in Linear Econometric Systems∗

DOI10.1080/0020739720030408zbMath0252.62053OpenAlexW1978204122MaRDI QIDQ5666034

Gordon R. Fisher

Publication date: 1972

Published in: International Journal of Mathematical Education in Science and Technology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0020739720030408

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Hyperscaling inequalities for percolation

Cites Work

• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
• On the Efficiency of Wald's Method of Fitting Straight Lines
• A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
• The Estimation of Economic Relationships using Instrumental Variables
• IV.—On Least Squares and Linear Combination of Observations
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• The Consistency and Efficiency of Generalized Least Squares in Simultaneous Equation Systems with Autocorrelated Errors
• Consistent Estimation of Distributed Lags
• The Fitting of Straight Lines if Both Variables are Subject to Error
• Errors in Variables
• The Statistical Implications of a System of Simultaneous Equations
• Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis
• A Mathematical Theory of the Incidence of Taxation

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