The structure of simultaneous equations estimators. A comment

DOI10.1016/0304-4076(80)90097-4MaRDI QIDQ1151712zbMATH 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)90097-4

zbMATH Keywords

generalised derivation of maximum likelihood estimatorsingular error covariance matricesstructure of simultaneous equations estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Cites work

• Estimation and Hypothesis Testing in Singular Equation Systems with Autoregressive Disturbances
• Linear Statistical Inference and its Applications
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• The structure of simultaneous equations estimators
• The Systems of Consumer Demand Functions Approach: A Review
• Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
• Three-Stage Least-Squares and Full Maximum Likelihood Estimates

Cited in

(1)

• Prediction tests in limited dependent variable models

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