Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components (Q3704789)
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scientific article; zbMATH DE number 3932266
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| English | Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components |
scientific article; zbMATH DE number 3932266 |
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Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components (English)
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1985
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linear simultaneous equations
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error components
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panel data
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full information maximum likelihood estimator
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instrumental variables representation
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consistency
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asymptotic normality
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efficiency
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0.9040443
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0.90018576
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0.8911606
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0.88789445
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0.88325745
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