A Note on the Residual Variance Estimation in Simultaneous Equations
From MaRDI portal
Publication:3281482
DOI10.2307/1909292zbMath0100.14701OpenAlexW2325601587MaRDI QIDQ3281482
Publication date: 1961
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909292
Related Items (4)
Estimation of the covariance matrix of structural disturbances in a complete equation system ⋮ Disturbance variance estimation in simulataneous equations by k-class method ⋮ Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations ⋮ The bias of the 2SLS variance estimator
This page was built for publication: A Note on the Residual Variance Estimation in Simultaneous Equations
