Iterative Instrumental Variables Method and Estimation of a Large Simultaneous System

DOI10.2307/2286175MaRDI QIDQ4050013zbMATH OpenOpenAlexFDO

Authors Ejnar Lyttkens, Mahadeb Dutta

Publication date 1974

Full work available at URL https://doi.org/10.2307/2286175

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(3)

• Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems

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