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.
Titolo: | Full Information Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models | |
Autori: | ||
Data di pubblicazione: | 2007 | |
Rivista: | ||
Citazione: | NACCARATO A (2007). Full Information Least Orthogonal Distance Estimator of structural parameters in simultaneous equation models. QUADERNI DI STATISTICA, 9, 87-105. | |
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. | |
Handle: | http://hdl.handle.net/11590/141487 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |
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