Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

Cited In (33)

Bayesian instrumental variable estimation in linear measurement error models
On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models
A comparative study of algorithms for solving seemingly unrelated regressions models
An algorithm for data reconstruction from published articles – Application on insect life tables
Two-stage procedure for parameter estimation in large-scale interconnected linear zero-memory systems
Recursive estimation of simultaneous equation models
Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations
Inference about the parameters of a bi-variate simultaneous equation model: structural approach
Atmospheric $$\hbox {CO}_2$$ and Global Temperatures: The Strength and Nature of Their Dependence
Estimation of the covariance matrix of structural disturbances in a complete equation system
Maximum-likelihood and least-squares approaches to simultaneous estimation of simultaneous equations
A novel robust multivariate regression approach to optimize multiple surfaces
Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models
Alternative tests for a first-order vector autoregressive error specification
Generalized maximum entropy analysis of the linear simultaneous equations model
Identification of a linear system from inexact data: A three-variable example
Structural inference of the parameters of the heteroscedastic simultaneous equation model
Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors
Dreistufige kleinste Quadrate - einige numerische Ergebnisse
systemfit
On indirect least squares estimation of a simultaneous equation system
Optimal designs subject to cost constraints in simultaneous equations models
Simultaneous equations with covariance restrictions
K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case
A recursive three-stage least squares method for large-scale systems of simultaneous equations
Multivariate regression models for panel data
On the estimation of generalized linear probability model involving discrete random variables
The bias of generalized double k-class estimators
The Algebra of Estimation in Linear Econometric Systems∗
The structure of simultaneous equations estimators
Modified three-stage least squares estimator which is third-order efficient
$D$-optimal design for a causal structure for completely randomized and random blocked experiments
A note on three-stage least squares estimation

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