A Simplified Structural Estimator for Large‐Scale Econometric Models1

DOI10.1111/J.1467-842X.1971.TB01258.XMaRDI QIDQ5641940zbMATH OpenOpenAlexFDO

Authors Phoebus J. Dhrymes

Publication date 1971

Published in Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.1971.tb01258.x

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(5)

• Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances
• Coefficients of correlation for simultaneous equation systems
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• Optimal instruments when the disturbances are small
• The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems

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