The following pages link to (Q5822357):
Displaying 20 items.
- A simple derivation of the limited information maximum likelihood estimator (Q356643) (← links)
- Underidentification? (Q528042) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Identification of a linear system from inexact data: A three-variable example (Q581972) (← links)
- Fourth order pseudo maximum likelihood methods (Q737907) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- The classical principles of testing using instrumental variables estimates (Q908645) (← links)
- Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems (Q1058254) (← links)
- The prejudices of least squares, principal components and common factors schemes (Q1116594) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances (Q1227431) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Model specification and endogeneity (Q1377313) (← links)
- The graph of the k-class estimator. An algebraic and statistical interpretation (Q1847130) (← links)
- Quantile regression with censoring and endogeneity (Q2346027) (← links)
- Inference about the parameters of a bi-variate simultaneous equation model: structural approach (Q4019003) (← links)
- Marginal likelihood methods for distributed lag models (Q4181163) (← links)
- VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)