Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
From MaRDI portal
Publication:63506
DOI10.2307/1911287zbMath0106.13205OpenAlexW4229762230WikidataQ56210646 ScholiaQ56210646MaRDI QIDQ63506
Arnold Zellner, H. Theil, Arnold Zellner, Henri Theil
Publication date: January 1962
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911287
Related Items
Generalized maximum entropy analysis of the linear simultaneous equations model, Inference about the parameters of a bi-variate simultaneous equation model: structural approach, Estimation of the covariance matrix of structural disturbances in a complete equation system, A recursive three-stage least squares method for large-scale systems of simultaneous equations, Maximum-likelihood and least-squares approaches to simultaneous estimation of simultaneous equations, Size corrected significance tests in seemingly unrelated regressions with autocorrelated errors, Optimal designs subject to cost constraints in simultaneous equations models, The Algebra of Estimation in Linear Econometric Systems∗, Simultaneous equations with covariance restrictions, Recursive estimation of simultaneous equation models, Two-stage procedure for parameter estimation in large-scale interconnected linear zero-memory systems, A novel robust multivariate regression approach to optimize multiple surfaces, A comparative study of algorithms for solving seemingly unrelated regressions models, systemfit, Dreistufige kleinste Quadrate - einige numerische Ergebnisse, The bias of generalized double k-class estimators, The structure of simultaneous equations estimators, K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case, A note on three-stage least squares estimation, On indirect least squares estimation of a simultaneous equation system, Structural inference of the parameters of the heteroscedastic simultaneous equation model, Identification of a linear system from inexact data: A three-variable example, Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simultaneous equations, An algorithm for data reconstruction from published articles – Application on insect life tables, Modified three-stage least squares estimator which is third-order efficient, On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models, Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models, Atmospheric $$\hbox {CO}_2$$ and Global Temperatures: The Strength and Nature of Their Dependence, On the estimation of generalized linear probability model involving discrete random variables, Multivariate regression models for panel data, Alternative tests for a first-order vector autoregressive error specification, \(D\)-optimal design for a causal structure for completely randomized and random blocked experiments