Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298)

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Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables
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    Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (English)
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    1 April 1993
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    minimum distance method
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    qualitative dependent variables
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    limited dependent variables
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    overidentification tests
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    estimation of simultaneous equation models
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    overidentification restrictions
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    Amemiya's generalized least squares procedure
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    minimum chi-square method
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    efficient estimation
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    model evaluation
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