Disturbance variance estimation in simulataneous equations by k-class method

DOI10.1007/BF02479242MaRDI QIDQ2265254zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 1971

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02479242

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3332995 (Why is no real title available?)
• scientific article; zbMATH DE number 3085482 (Why is no real title available?)
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• A Note on the Residual Variance Estimation in Simultaneous Equations
• Disturbance-Variance Estimation in Simultaneous Equations when Disturbances Are Small
• On Stochastic Limit and Order Relationships
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The efficiency of estimating seemingly unrelated regression equations

Cited in

(1)

• Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations

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