The structure of simultaneous equations estimators. A comment
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Publication:1151712
DOI10.1016/0304-4076(80)90097-4zbMath0458.62090MaRDI QIDQ1151712
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90097-4
generalised derivation of maximum likelihood estimator; singular error covariance matrices; structure of simultaneous equations estimators
62P20: Applications of statistics to economics
62H12: Estimation in multivariate analysis
62J99: Linear inference, regression