The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems-Reference-Cited by-同舟云学术

The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems

Published:1974-09 Issue:3 Volume:4 Page:283-307
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Lyttkens Ejnar

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference44 articles.

1. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Ann. Math. Statist.,1949

2. Comparative studies of IIV;Bergström,1969

3. Small-sample properties of the IIV and FP methods. A comparative Monte-Carlo-study;Bergström,1970

4. Estimation of Klein-Goldberger's model by IIV, FP and several versions of FIML;Bergström,1971

5. Investigation of the Fix-Point (FP) and Iterative Instrumental Variables (IIV) and related Estimation methods: Convergence Properties, Comparative Studies and Applications;Bergström;Économie appliquée,1973

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances;Computational Statistics & Data Analysis;1986-10

2. Recursive estimation of simultaneous equation models;Journal of Econometrics;1982-02

3. On the efficient estimation methods for the macro-economic models nonlinear in variables;Journal of Econometrics;1978-12

4. Schätzung mit hilfe von instrumentalvariablen2;Series Statistics;1977-01

5. Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances;Journal of Econometrics;1976-05