scientific article; zbMATH DE number 515945

MaRDI QIDQ4283463zbMATH OpenFDO

Authors Phoebus J. Dhrymes

Publication date 20 February 1994

zbMATH Keywords

consistencyidentificationgeneral linear modelgeneralized method of momentscausalityminimum contrast estimatorslimiting distributionconvergence theoremsmaximum likelihood methodsKullback informationdependent sequencesgeneral linear structural econometric modelmartingale difference central limit theoremadditive errorsgeneral nonlinear modelFIML estimatorgeneral nonlinear simultaneous equations modelmethod of generalized moments estimatornonlinear two and three stage least squarestwo and three stage least squares

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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Cited in

(8)

• scientific article; zbMATH DE number 3874460 (Why is no real title available?)
• A comparative study of algorithms for solving seemingly unrelated regressions models
• Bayesian and classical approaches to instrumental variable regression
• Bootstrapping I(1) data
• scientific article; zbMATH DE number 1898277 (Why is no real title available?)
• Phoebus J. Dhrymes (1932–2016)
• Identification and Kullback information in the GLSEM
• Locally robust inference for non-Gaussian linear simultaneous equations models

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