Structural inference of the parameters of the heteroscedastic simultaneous equation model (Q3352345)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural inference of the parameters of the heteroscedastic simultaneous equation model |
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Structural inference of the parameters of the heteroscedastic simultaneous equation model (English)
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1990
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joint structural distributions
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simultaneous equation model
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heteroscedastic error variance
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marginal structural distributions
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exogenous variables
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scale parameters
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marginal likelihood function
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endogenous variables
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