On the Estimation of Triangular Structural Systems

DOI10.2307/1911446MaRDI QIDQ4172836zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1911446

zbMATH Keywords

Consistent EstimatesDisturbance Covariance MatrixEconometricsEstimation of Triangular Structural SystemsFull Information Maximum LikelihoodGeneralized Least Squares

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(4)

• Further consequences of viewing LIML as an iterated Aitken estimator.
• Some small-sample properties of instrumental-variables estimators of block triangular models
• Maximum likelihood analysis of linear mediation models with treatment-mediator interaction
• THE ET INTERVIEW: PROFESSOR PETER SCHMIDT

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