Simultaneous equations with covariance restrictions (Q909403)
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English | Simultaneous equations with covariance restrictions |
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Simultaneous equations with covariance restrictions (English)
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1990
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Full-information maximum-likelihood
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minimum-distance estimators
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simultaneous-equations model
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covariance restrictions
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Linearization
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instrumental-variables interpretation
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efficient three-stage least- squares estimator
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nonnormality in the errors
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