Estimation of the covariance matrix of structural disturbances in a complete equation system

DOI10.1111/J.1467-9574.1971.TB00132.XMaRDI QIDQ5631985zbMATH OpenOpenAlexFDO

Authors P. N. Misra, Yash P. Gupta

Publication date 1971

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9574.1971.tb00132.x

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites work

• A Note on the Residual Variance Estimation in Simultaneous Equations
• IV.—On Least Squares and Linear Combination of Observations
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations
• The mean square error of a combined estimator and numerical comparison with the TSLS estimator
• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

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