Constrained Indirect Least Squares Estimators

DOI10.2307/1913911zbMath0403.62059OpenAlexW2075144968MaRDI QIDQ4188619

Leon L. Wegge

Publication date: 1978

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913911

zbMATH Keywords

ConstraintsPowerSizeLikelihoodAsymptotic EfficiencySequential ProcedureIndirect Least Squares EstimatorSystems of Stochastic EquationsTesting Nested HypothesesWald Prior Test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Sequential estimation (62L12)

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