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Entropy exogenous variables simultaneous equations 1
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Fiebig, Denzil G. 1 Kidwai, Sartaj A. 1 Theil, Henri 1
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Statistics & Probability Letters 1
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Simultaneous equation estimation from undersized samples
Fiebig, Denzil G.; Kidwai, Sartaj A.; Theil, Henri - In: Statistics & Probability Letters 1 (1983) 5, pp. 229-232
In simultaneous equation theory a sample is said to be undersized when it is smaller than the number of exogenous variables. The sample moment matrix of these variables is then singular, but equations can nevertheless be estimated when different moments (hybrid moments based on the...
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