Decision rules for the choice of structural equations

DOI10.1016/0304-4076(80)90031-7zbMath0496.62092OpenAlexW1988732300MaRDI QIDQ1170000

Kimio Morimune, Takamitsu Sawa

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)90031-7

zbMATH Keywords

decision rulesAkaike information criterionsimultaneous equationsselection procedureleast variance ratiolinear structural equationnoncentral F statisticSchwartz selection procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Reduced form estimation and prediction from uncertain structural models. A generic approach

Cites Work

• Estimating the dimension of a model
• Testing a Subset of the Overidentifying Restrictions
• Information Criteria for Discriminating Among Alternative Regression Models
• Comparison of k-Class Estimators When the Disturbances Are Small
• Some Comments on C P
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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