Simultaneous equations estimation. Computational aspects

DOI10.1016/0304-4076(80)90050-0MaRDI QIDQ1141444zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4076(80)90050-0

zbMATH Keywords

two stage least squarescomputing matrix equationssimultaneous equations estimationthree stage least squares

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Probabilistic methods, stochastic differential equations (65C99) Direct numerical methods for linear systems and matrix inversion (65F05) Roundoff error (65G50) Numerical computation of matrix norms, conditioning, scaling (65F35)

Cites work

• scientific article; zbMATH DE number 3428352 (Why is no real title available?)
• scientific article; zbMATH DE number 3281211 (Why is no real title available?)
• scientific article; zbMATH DE number 3298236 (Why is no real title available?)
• A direct error analysis for least squares
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Note on the iterative refinement of least squares solution
• Numerical computations for univariate linear models
• Numerical methods for solving linear least squares problems
• Once again: The least square problem
• Solution of Sparse Indefinite Systems of Linear Equations
• Solving linear least squares problems by Gram-Schmidt orthogonalization

Cited in

(2)

• Least Orthogonal Distance Estimator and Total Least Square for Simultaneous Equation Models
• A recursive three-stage least squares method for large-scale systems of simultaneous equations

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