Simultaneous equations with covariance restrictions
- 31 May 1990
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 44 (1-2) , 25-39
- https://doi.org/10.1016/0304-4076(90)90071-z
Abstract
No abstract availableKeywords
All Related Versions
This publication has 8 references indexed in Scilit:
- Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression EquationsEconometric Theory, 1988
- Efficient Estimation and Identification of Simultaneous Equation Models with Covariance RestrictionsEconometrica, 1987
- The structure of simultaneous equations estimatorsJournal of Econometrics, 1976
- An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric ModelsEconometrica, 1975
- A note on the information matrix of the multivariate normal distributionJournal of Econometrics, 1975
- Efficient Estimation of Simultaneous Equations by Instrumental VariablesThe Review of Economics and Statistics, 1971
- Efficient Estimation of Simultaneous Equation SystemsEconometrica, 1964
- Three-Stage Least Squares: Simultaneous Estimation of Simultaneous EquationsEconometrica, 1962