An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models
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Publication:4080628
DOI10.2307/1913081zbMATH Open0318.62086OpenAlexW2082775360MaRDI QIDQ4080628FDOQ4080628
Publication date: 1975
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/ba5e7188013e83759c9c3898886ac5e009c1c8e6
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Trade models (91B60)
Cited In (16)
- Nonlinear models of analysis of variance
- Optimal instruments when the disturbances are small
- On the specification and estimation of large scale simultaneous structural macroeconometric models
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
- Estimating systems of equations with different instruments for different equations
- Full-information estimates of a nonlinear macroeconometric model
- FIML estimation of the dynamic simultaneous equations model with ARMA disturbances
- Errors in variables in simultaneous equation models
- Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression
- Calibration of macroeconomic models with incomplete data—A systems approach
- Simultaneous equations with covariance restrictions
- On the efficient estimation methods for the macro-economic models nonlinear in variables
- A useful transformation for the multinomial logit-model (a short note)
- Model Selection in a System of Simultaneous Equations Model
- A general approach to Lagrange multiplier model diagnostics
- Modified three-stage least squares estimator which is third-order efficient
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