An extension of Limited Information Least Orthogonal Distance Estimator (LI LODE) for structural parameters of simultaneous equation models, to a Full Information context, is presented. The proposed extension is based on characteristic roots and vectors of a matrix deriving from the so called over-identifying restrictions.

NACCARATO A (2007). Full Information Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models. QUADERNI DI STATISTICA, 9, 87-105.

Full Information Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models

NACCARATO, ALESSIA
2007

Abstract

An extension of Limited Information Least Orthogonal Distance Estimator (LI LODE) for structural parameters of simultaneous equation models, to a Full Information context, is presented. The proposed extension is based on characteristic roots and vectors of a matrix deriving from the so called over-identifying restrictions.
NACCARATO A (2007). Full Information Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models. QUADERNI DI STATISTICA, 9, 87-105.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11590/141487
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