ITERATIVE INSTRUMENTAL VARIABLES METHOD AND ESTIMATION OF A LARGE SIMULTANEOUS SYSTEM

被引：6

作者：

DUTTA, M

LYTTKENS, E

机构：

[1] RUTGERS STATE UNIV,DEPT ECON,NEW BRUNSWICK,NJ 08903

[2] UPPSALA UNIV,INST STATISTICS,UPPSALA,SWEDEN

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1974年 / 69卷 / 348期

关键词：

D O I：

10.2307/2286175

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：977 / 986

页数：10

共 33 条

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[4]

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[8] ALTERNATIVE ESTIMATORS AND PREDICTIVE POWER OF ALTERNATIVE ESTIMATORS - ECONOMETRIC MODEL OF PUERTO RICO [J].

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[9] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS WITH AUTO-REGRESSIVE ERRORS BY INSTRUMENTAL VARIABLES [J].

FAIR, RC .

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