The reduced form of recursive models: Small sample properties

DOI10.1016/0024-3795(95)00527-7MaRDI QIDQ1914234zbMATH OpenOpenAlexFDO

Authors Hans Schneeweiss

Publication date 21 August 1996

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0024-3795(95)00527-7

zbMATH Keywords

ordinary least squaresindirect estimatorstructural formequality of covariance matricesreduced formdirect estimatorendogeneous variablesrecursive multiequation model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Matrix equations and identities (15A24)

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Cites work

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• scientific article; zbMATH DE number 3322734 (Why is no real title available?)
• scientific article; zbMATH DE number 3359939 (Why is no real title available?)
• scientific article; zbMATH DE number 3080068 (Why is no real title available?)
• A Reinterpretation of Two and Three Stage Least Squares
• A note on the moments of partially restricted reduced forms
• Econometric Issues in the Analysis of Regressions with Generated Regressors
• On the existence of moments of partially restricted reduced form estimators. A comment
• On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model
• Partially Restricted Reduced Forms: Asymptotic Relative Efficiency
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
• The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
• The bias and mean squared error of forecasts from partially restricted reduced form
• When are two step estimators efficient?

Cited in

(1)

• Reduced form estimation and prediction from uncertain structural models. A generic approach

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