scientific article; zbMATH DE number 515945

MaRDI QIDQ4283463zbMATH OpenFDO

Authors Phoebus J. Dhrymes

Publication date 20 February 1994

zbMATH Keywords

additive errorscausalityconsistencyconvergence theoremsdependent sequencesFIML estimatorgeneral linear modelgeneral linear structural econometric modelgeneral nonlinear modelgeneral nonlinear simultaneous equations modelgeneralized method of momentsidentificationKullback informationlimiting distributionmartingale difference central limit theoremmaximum likelihood methodsmethod of generalized moments estimatorminimum contrast estimatorsnonlinear two and three stage least squarestwo and three stage least squares

Mathematics Subject Classification ID

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

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Cited in

(8)

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

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