Maximum Likelihood and Instrumental Variable Estimation in Simultaneous Equation Systems with Error Components

DOI10.2307/2526597zbMath0582.62096OpenAlexW1992793077MaRDI QIDQ3704789

Ingmar R. Prucha

Publication date: 1985

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526597

zbMATH Keywords

consistencyasymptotic normalityefficiencypanel datalinear simultaneous equationserror componentsfull information maximum likelihood estimatorinstrumental variables representation

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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