Limited information estimation of a structural equation with moving average disturbances

zbMATH Open0718.62191MaRDI QIDQ2639554FDOQ2639554

Authors: Aman Ullah, Simon Power 

Publication date: 1987

Published in: Metron (Search for Journal in Brave)

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zbMATH Keywords

simultaneous equations modelnon-normal disturbanceslimited information two step estimatormoving average disturbances

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (4)

• The LIML and Related Estimators of an Equation with Moving Average Disturbances
• Comment on: Fitting ARMA time series by structural equation models
• Least orthogonal distance estimator of structural parameters in simultaneous equation models
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances

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