The structure of simultaneous equations estimators

From MaRDI portal
Publication:1224409

DOI10.1016/0304-4076(76)90017-8zbMath0323.62076OpenAlexW2165026380MaRDI QIDQ1224409

David F. Hendry

Publication date: 1976

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(76)90017-8




Related Items

On the convergence of pseudo-linear regression algorithmsEfficient inference on cointegration parameters in structural error correction modelsPrediction tests in limited dependent variable modelsLAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993A simple derivation of the limited information maximum likelihood estimatorA Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbancesTesting inequality constraints in linear econometric modelsLarge sample estimation and testing procedures for dynamic equation systemsA note on the computation of maximum likelihood estimates in linear regression models with autocorrelated errorsAUTOREG: A computer program library for dynamic econometric models with autoregressive errorsThe class of BAN estimators of a single structural equation with structural changeNew Bayesian approach to the estimation in simultaneous equations modelThe structure of simultaneous equations estimators. A commentSimultaneous equations with covariance restrictionsInvestigating the two parameter analysis of Lipovetsky for simultaneous systemsOn the efficiency of the Cochrane-Orcutt estimatorSeasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regressionMulticollinearity in simultaneous equations system: evaluation of estimation performance of two-parameter estimatorOn the asymptotic accuracy of pseudo-linear regression algorithmsRefined instrumental variable methods of recursive time-series analysis Part II. Multivariable systemsStructural inference of the parameters of the heteroscedastic simultaneous equation modelOn the efficient estimation of simultaneous equations with covariance restrictionsRational and polynomial lags. The finite connectionFIML estimation of the dynamic simultaneous equations model with ARMA disturbancesOn the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations modelsAchievements and challenges in econometric methodologyAn extension of a standard test for heteroskedasticity to a systems frameworkA general approach to Lagrange multiplier model diagnosticsAsymptotic accuracy of the Aitken-Markov estimator



Cites Work