The Structure of Simultaneous Equation Estimators: A Generalization Towards Nonnormal Disturbances
- 1 May 1984
- journal article
- Published by JSTOR in Econometrica
- Vol. 52 (3) , 721
- https://doi.org/10.2307/1913473
Abstract
A general linear simultaneous equation system with a multivariate Student t disturbance vector is considered. The normal equations of the corresponding maximum ...Keywords
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