A Minimum-Distance Interpretation of Limited-Information Estimation

DOI10.2307/1913273MaRDI QIDQ5630516zbMATHOpenAlexFDO

Authors A. S. Goldberger, Ingram Olkin

Publication date 1971

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913273

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cited in

(4)

• Econometrics and psychometrics: A survey of communalities
• Minimum distance approach to inference with many instruments
• On estimation of an econometric model of short-run bank behaviour
• A new class of limited-information estimators for simultaneous equation systems

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