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Exact sampling moments of the ordinary least squares, instrumental variable, and two-stage least squares estimators
Takeuchi, K. - In: International economic review 11 (1970) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10003691458
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On an efficient two-step estimator for dynamic simultaneous equations models with autoregressive errors
Dheymes, Phoebus J.; Taylor, John B. - In: International economic review 17 (1976) 2, pp. 362-376
Persistent link: https://www.econbiz.de/10003692180
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Two methods of computing fullinformation maximum likelihood estimates in simultaneous stochastic equations
Chow, Gregory C. - In: International economic review 9 (1968) 1, pp. 100-111
Persistent link: https://www.econbiz.de/10003514581
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Nonlinear simultaneous equations: Estimation and prediction
Goldfeld, Stephen M.; Quandt, Richard E. - In: International economic review 9 (1968) 1, pp. 113-136
Persistent link: https://www.econbiz.de/10003561782
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Some effects of incorrect specification on the small-sample properties of several simultaneous-equation estimators
Cragg, John G. - In: International economic review 9 (1968) 1, pp. 63-85
Persistent link: https://www.econbiz.de/10003519680
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Small sample properties of selected distributed lag estimators
Morrison, J. Lawton - In: International economic review 11 (1970) 1, pp. 13-23
Persistent link: https://www.econbiz.de/10003635865