Design for simultaneous equations

DOI10.1016/0304-4076(79)90054-XzbMATH Open0416.62079OpenAlexW1991837903MaRDI QIDQ754593FDOQ754593

Authors: John Conlisk 

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90054-x

zbMATH Keywords

full information maximum likelihoodsimultaneous equations systemcontrolled exogenous variables matrixestimating structural coefficientsstandard regression modelthree stage least squares asymptotic variance matrix

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Title not available (Why is that?)

Cited In (4)

• On maximum information strategies for estimation of stochastic multiple response systems
• A brief introduction to the methodology of optimal experimental design
• Optimal designs subject to cost constraints in simultaneous equations models
• Experimental designs in triangular simultaneous equations models

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