On the Estimation of Triangular Structural Systems
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Publication:4172836
DOI10.2307/1911446zbMath0391.62079OpenAlexW2051254548MaRDI QIDQ4172836
No author found.
Publication date: 1978
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911446
EconometricsGeneralized Least SquaresConsistent EstimatesDisturbance Covariance MatrixEstimation of Triangular Structural SystemsFull Information Maximum Likelihood
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)
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