Wald Tests and Systems of Stochastic Equations (Q3811580)

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scientific article; zbMATH DE number 4082806
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    Wald Tests and Systems of Stochastic Equations
    scientific article; zbMATH DE number 4082806

      Statements

      Wald Tests and Systems of Stochastic Equations (English)
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      1987
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      Wald tests
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      systems of stochastic equations
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      variance matrix
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      likelihood function
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      structural form parameters
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      asymptotically normally distributed econometric estimators
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