Disturbance-Variance Estimation in Simultaneous Equations when Disturbances Are Small

DOI10.2307/2284716zbMATH Open0245.62083OpenAlexW4235003739MaRDI QIDQ5657575FDOQ5657575

Author name not available (Why is that?)

Publication date: 1972

Full work available at URL: https://doi.org/10.2307/2284716

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (5)

• Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
• Title not available (Why is that?)
• Optimal instruments when the disturbances are small
• Disturbance variance estimation in simulataneous equations by k-class method
• Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system

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