Two Methods of Computing Full-Information Maximum Likelihood Estimates in Simultaneous Stochastic Equations
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Publication:5538214
DOI10.2307/2525616zbMath0155.25602OpenAlexW2316066572MaRDI QIDQ5538214
Publication date: 1968
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2525616
Related Items (4)
Maximum-likelihood and least-squares approaches to simultaneous estimation of simultaneous equations ⋮ K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case ⋮ Econometrics and psychometrics: A survey of communalities ⋮ Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
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