COVARIANCE MATRIX OF LIMITED INFORMATION ESTIMATOR AND IDENTIFICATION TEST

被引:9
作者
LIU, TC
BREEN, WJ
机构
关键词
D O I
10.2307/1913532
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:222 / &
相关论文
共 10 条
[1]   ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[2]  
CHERNOFF H, 1953, STUDIES ECONOMETRIC, P236
[3]   ON THE COST OF APPROXIMATE SPECIFICATION IN SIMULTANEOUS EQUATION ESTIMATION [J].
FISHER, FM .
ECONOMETRICA, 1961, 29 (02) :139-170
[4]  
FRIEDMAN J, 1962, 94 US DEP AGR AGR HA
[5]  
Goldberger A. S., 1964, ECONOMETRIC THEORY
[6]  
Johnston J., 1963, ECONOMETRIC METHODS, V(1st ed.)
[7]  
KLEIN LR, 1953, TEXTBOOK ECONOMETRIC
[8]  
Koopmans T., 1953, STUDIES ECONOMETRIC, V14, P112
[9]  
THEIL H, 1961, ECONOMIC FORECASTS P
[10]  
WILK SS, 1943, MATHEMATICAL STATIST