Gains by the common structural variance

DOI10.1080/03610929008830328MaRDI QIDQ3352347zbMATH OpenOpenAlexFDO

Authors Jiro Hodoshima

Publication date 1990

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929008830328

zbMATH Keywords

asymptotic efficiencyestimator of structural coefficientsidentificationlimited information maximum likelihoodLIML estimatorslinear simultaneous equations modelstructural change

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

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Cites work

• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation
• Linear Statistical Inference and its Applications

Cited in

(4)

• The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone
• FIML estimation of models with multiple regimes and covariance restrictions
• STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS
• The class of BAN estimators of a single structural equation with structural change

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