scientific article; zbMATH DE number 3085488
From MaRDI portal
Publication:5822357
zbMath0053.28005MaRDI QIDQ5822357
Publication date: 1953
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (20)
Asymptotic robustness of tests of overidentification and predeterminedness ⋮ Specification tests in simultaneous equations systems ⋮ On the specification and estimation of large scale simultaneous structural macroeconometric models ⋮ VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN ⋮ A simple derivation of the limited information maximum likelihood estimator ⋮ The prejudices of least squares, principal components and common factors schemes ⋮ Model specification and endogeneity ⋮ Inference about the parameters of a bi-variate simultaneous equation model: structural approach ⋮ The classical principles of testing using instrumental variables estimates ⋮ Underidentification? ⋮ Tests of overidentification and predeterminedness in simultaneous equation models ⋮ Testing for weak identification in possibly nonlinear models ⋮ The structure of simultaneous equations estimators ⋮ Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances ⋮ Identification of a linear system from inexact data: A three-variable example ⋮ Fourth order pseudo maximum likelihood methods ⋮ Marginal likelihood methods for distributed lag models ⋮ The graph of the k-class estimator. An algebraic and statistical interpretation ⋮ Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems ⋮ Quantile regression with censoring and endogeneity
This page was built for publication: