Disturbance-Variance Estimation in Simultaneous Equations when Disturbances Are Small

DOI10.2307/2284716zbMath0245.62083OpenAlexW4235003739MaRDI QIDQ5657575

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Publication date: 1972

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (5)

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 ⋮ Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations ⋮ Unnamed Item ⋮ Optimal instruments when the disturbances are small

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