On the efficient estimation of simultaneous equations with covariance restrictions (Q583806)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the efficient estimation of simultaneous equations with covariance restrictions |
scientific article |
Statements
On the efficient estimation of simultaneous equations with covariance restrictions (English)
0 references
1989
0 references
linear models
0 references
multivariate regression
0 references
quasi-maximum likelihood estimators
0 references
minimum distance estimators
0 references
nonlinear least squares estimators
0 references
simultaneous equations model
0 references
general covariance restrictions
0 references
fourth-order moments
0 references
relative inefficiency
0 references
nonlinear restrictions
0 references
estimators of slope
0 references
covariance parameters
0 references
0 references
