Structural inference of the parameters of the heteroscedastic simultaneous equation model

DOI10.1080/03610929008830470MaRDI QIDQ3352345zbMATH OpenOpenAlexFDO

Authors M. Safiul Haq, Shahjahan Khan

Publication date 1990

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610929008830470

zbMATH Keywords

endogenous variablesexogenous variablesheteroscedastic error variancejoint structural distributionsmarginal likelihood functionmarginal structural distributionsscale parameterssimultaneous equation model

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Applications of statistics to economics (62P20)

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Cites work

• Data Transformations and the Linear Model
• Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• scientific article; zbMATH DE number 3713025 (Why is no real title available?)
• scientific article; zbMATH DE number 3263743 (Why is no real title available?)
• scientific article; zbMATH DE number 3085482 (Why is no real title available?)
• IV.—On Least Squares and Linear Combination of Observations
• Structural analysis for the bilinear model with linearly related responses
• The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
• The structure of simultaneous equations estimators
• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

Cited in

(4)

• Inference in partially identified heteroskedastic simultaneous equations models
• Estimation and Inference for Heteroscedastic Systems of Equations
• scientific article; zbMATH DE number 5717495 (Why is no real title available?)
• Modeling structural equations with endogenous regressors and heterogeneity through derivative constraints

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