Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
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Publication:4061831
DOI10.2307/1914090zbMath0305.62071OpenAlexW2054948234MaRDI QIDQ4061831
T. W. Anderson, Takamitsu Sawa
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1914090
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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