3-STAGE LEAST-SQUARES AND FULL MAXIMUM-LIKELIHOOD ESTIMATES

被引:24
作者
SARGAN, JD
机构
关键词
D O I
10.2307/1913735
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:77 / 81
页数:5
相关论文
共 7 条
[1]   ON THE ASYMPTOTIC-DISTRIBUTION OF GENERALIZED LINEAR ESTIMATORS [J].
BASMANN, RL .
ECONOMETRICA, 1960, 28 (01) :97-107
[2]  
KOOPMANS TC, 1950, COWLES COMMISSION MO, V10
[3]   ON THE STATISTICAL TREATMENT OF LINEAR STOCHASTIC DIFFERENCE EQUATIONS [J].
Mann, H. B. ;
Wald, A. .
ECONOMETRICA, 1943, 11 (3-4) :173-220
[4]   On stochastic limit and order relationships [J].
Mann, HB ;
Wald, A .
ANNALS OF MATHEMATICAL STATISTICS, 1943, 14 :217-226
[5]  
RUBIN H, 1948, THESIS U CHICAGO
[6]  
Slutsky E, 1925, METRON, V5, P3
[7]   3-STAGE LEAST-SQUARES - SIMULTANEOUS ESTIMATION OF SIMULTANEOUS-EQUATIONS [J].
ZELLNER, A ;
THEIL, H .
ECONOMETRICA, 1962, 30 (01) :54-78