Optimal designs subject to cost constraints in simultaneous equations models

DOI10.1007/S11749-015-0430-XzbMATH Open1359.62316OpenAlexW2004811819MaRDI QIDQ905101FDOQ905101

Authors: Víctor Casero-Alonso, Jesús López-Fidalgo 

Publication date: 14 January 2016

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-015-0430-x

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zbMATH Keywords

approximate designsimultaneous equationsstructural equationsmultiplicative algorithmcost constraintsexact designL-optimal design

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Optimal statistical designs (62K05)

Cites Work

• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
• Convergent design sequences, for sufficiently regular optimality criteria
• Statistics and causal inference: A review. (With discussion)
• Optimum Designs in Regression Problems
• Title not available (Why is that?)
• On the Equivalence of Constrained and Compound Optimal Designs
• Efficiencies of Rounded Optimal Approximate Designs for Small Samples
• Penalized optimal designs for dose-finding
• Optimal Experimental Designs
• Multiplicative algorithms for computing optimum designs
• Invited Discussion Paper Constrained Optimization of Experimental Design
• Efficient Estimation of Simultaneous Equation Systems
• Design for simultaneous equations
• Title not available (Why is that?)
• Optimal designs for some stochastic processes whose covariance is a function of the mean
• Experimental designs in triangular simultaneous equations models
• Adaptive optimal estimation control strategies for systems of simultaneous equations

Cited In (4)

• ON OPTIMIZING MULTI-LEVEL DESIGNS: POWER UNDER BUDGET CONSTRAINTS
• Budget constrained run orders in optimum design
• Optimal experimental control in econometrics: the simultaneous equation problem
• Construction of efficient experimental designs under multiple resource constraints

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