An efficient GLS estimator of triangular models with covariance restrictions
- 31 October 1989
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 42 (2) , 267-273
- https://doi.org/10.1016/0304-4076(89)90006-7
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Estimating Dynamic Random Effects Models from Panel Data Covering Short Time PeriodsEconometrica, 1983
- The Elimination Matrix: Some Lemmas and ApplicationsSIAM Journal on Algebraic Discrete Methods, 1980
- On the Estimation of Triangular Structural SystemsEconometrica, 1978
- A note on the information matrix of the multivariate normal distributionJournal of Econometrics, 1975