A Minimum-Distance Interpretation of Limited-Information Estimation

DOI10.2307/1913273zbMATH Open0224.62051OpenAlexW2041998420MaRDI QIDQ5630516FDOQ5630516

Ingram Olkin, A. S. Goldberger

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)

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

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