scientific article; zbMATH DE number 3901890

MaRDI QIDQ3680152zbMATH OpenFDO

Authors Arnold Zellner

Publication date 1983

zbMATH Keywords

canonical representationsfinite sample momentsAnderson-Rubin limited information maximum likelihoodexistence of estimators' momentsmultivariate structural econometric modelsrank test for identificationstructural coefficient estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

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(3)

• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Estimating the canonical disequilibrium model. Asymptotic theory and finite sample properties
• Bayesian and classical approaches to instrumental variable regression

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