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Instrumental-variable estimation of an error-components modelAMEMIYA, T; MACURDY, T. E.Econometrica. 1986, Vol 54, Num 4, pp 869-880, issn 0012-9682Article

Estimation of simultaneous equation models with error components structureJAYALAKSHMI KRISHNAKUMAR.Lecture notes in economics and mathematical systems. 1988, Vol 312, issn 0075-8442, Y-357 pSerial Issue

Reduced form estimation and prediction from uncertain structural models: a generic approachESFANDIAR MAASOUMI.Journal of econometrics. 1986, Vol 31, Num 1, pp 3-29, issn 0304-4076Article

SIMULTANEOUS EQUATION SYSTEMS AS MOMENT STRUCTURE MODELS: WITH AN INTRODUCTION TO LATENT VARIABLE MODELSBENTLER PM.1983; JOURNAL OF ECONOMETRICS; ISSN 0304-4076; NLD; DA. 1983; VOL. 22; NO 1-2; PP. 13-42; BIBL. 2 P.Article

THE IDENTIFICATION PROBLEM IN SYSTEMS NONLINEAR IN THE VARIABLESBROWN BW.1983; ECONOMETRICA; ISSN 0012-9682; NLD; DA. 1983; VOL. 51; NO 1; PP. 175-196; BIBL. 9 REF.Article

SIMULTANEOUS EQUATIONS ANALYSIS OF FERTILITY IN THE U.S.: A COMMENTBASUDEB BISWAS; RATI RAM.1982; ECONOMETRICA; ISSN 0012-9682; NLD; DA. 1982; VOL. 50; NO 6; PP. 1585-1590; BIBL. 7 REF.Article

AN EXTENSION OF A STANDARD TEST FOR HETEROSKEDASTICITY TO A SYSTEMS FRAMEWORKKELEJIAN HH.1982; JOURNAL OF ECONOMETRICS; ISSN 0304-4076; NLD; DA. 1982; VOL. 20; NO 2; PP. 325-333; BIBL. 11 REF.Article

A FORECASTING PROPERTY OF THE UNRESTRICTED RESTRICTED, AND PARTIALLY RESTRICTED REDUCED FORM COEFFICIENTSPARK SB.1982; J. ECONOM.; ISSN 0304-4076; NLD; DA. 1982; VOL. 19; NO 2-3; PP. 385-390; BIBL. 8 REF.Article

Estimating dynamic random effects models from panel data covering short time periodsBHARGAVA, A; SARGAN, J. D.Econometrica. 1983, Vol 51, Num 6, pp 1635-1659, issn 0012-9682Article

The Cowles Commission in Chicago, 1939-1955HILDRETH, C.Lecture notes in economics and mathematical systems. 1986, Num 271, issn 0075-8442, 176 p.Serial Issue

Third-order efficiency of the extended maximum likelihood estimators in a simultaneous equation systemTAKEUCHI, K; MORIMUNE, K.Econometrica. 1985, Vol 53, Num 1, pp 177-200, issn 0012-9682Article

On the maximum-entropy approach to undersized samplesFIEBIG, D. G.Applied mathematics and computation. 1984, Vol 14, Num 3, pp 301-312, issn 0096-3003Article

O KONSTRUKCJI PRZEDZIALU, W KTORYM LEZA WSZYSTKIE SKLADOWE-WEKTORA ROZWIAZAN NIEJEDNORODNEGO CRAMEROWSKIEGO UKLADU ROWNAN LINIOWYCH = SUR LA CONSTRUCTION DE L'INTERVALLE COMPRENANT TOUTES LES COMPOSANTES DU VECTEUR DES SOLUTIONS DU SYSTEME DE CRAMER NON HOMOGENE D'EQUATIONS LINEAIRESKOLUPA M.1978; PRZEGL. STATYST.; POL; DA. 1978; VOL. 25; NO 3; PP. 295-299; ABS. RUS/ENG; BIBL. 2 REF.Article

A NOTE ON MOMENTS OF K-CLASS ESTIMATORS FOR NEGATIVE KSRIVASTAVA VK; SRIVASTAVA AK.1983; JOURNAL OF ECONOMETRICS; ISSN 0304-4076; NLD; DA. 1983; VOL. 21; NO 2; PP. 257-260; BIBL. 1 REF.Article

THE COEFFICIENT OF DETERMINATION AND SIMULTANEOUS EQUATION SYSTEMSKNIGHT JL.1980; J. ECON.; ISSN 0304-4076; NLD; DA. 1980; VOL. 14; NO 2; PP. 265-270; BIBL. 8 REF.Article

COHERENCY CONDITIONS IN SIMULTANEOUS LINEAR EQUATION MODELS WITH ENDOGENOUS SWITCHING REGIMESGOURIEROUX C; LAFFONT JJ; MONFORT A et al.1980; ECONOMETRICA; USA; DA. 1980; VOL. 48; NO 3; PP. 675-695; BIBL. 13 REF.Article

MANUFACTURING WORKERS PRIVATE WAGE SUPPLEMENTS: A SIMULTANEOUS EQUATIONS APPROACHALPERT WT.1983; APPLIED ECONOMICS; ISSN 0003-6846; GBR; DA. 1983; VOL. 15; NO 3; PP. 363-378; BIBL. 15 REF.Article

RECURSIVE ESTIMATION OF SIMULTANEOUS EQUATION MODELSCHAVAS JP.1982; J. ECONOM.; ISSN 0304-4076; NLD; DA. 1982; VOL. 18; NO 2; PP. 207-217; BIBL. 18 REF.Article

FACTOR-ANALYSIS ESTIMATION OF SIMULTANEITY-ERROR MODELS.LIN WT.1978; INTERNATION. J. SYST. SCI.; GBR; DA. 1978; VOL. 9; NO 3; PP. 243-257; BIBL. 17 REF.Article

POLYNOMIAL OPERATORS AND THE SYMPTOTIC DISTRIBUTION OF DYNAMIC MULTIPLIERSGILL L; BRISSIMIS SN.1978; J. ECONOMETR.; USA; DA. 1978; VOL. 7; NO 3; PP. 373-384; BIBL. 8 REF.Article

COEFFICIENTS OF CORRELATION FOR SIMULTANEOUS EQUATION SYSTEMS.CARTER RAL; NAGAR AL.1977; J. ECONOMETR.; U.S.A.; DA. 1977; VOL. 6; NO 1; PP. 39-50; BIBL. 15 REF.Article

FIRST-ORDER IDENTIFICATION IN LINEAR MODELSMONFORT A.1978; J. ECONOMETR.; USA; DA. 1978; VOL. 7; NO 3; PP. 333-350; BIBL. 13 REF.Article

Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methodsZELLNER, A; BAUWENS, L; CAN DIJK, H. K et al.Journal of econometrics. 1988, Vol 38, Num 1-2, pp 39-72, issn 0304-4076Article

Some applications for Basu's independence theorem in testing econometric modelsPHILLIPS, G. D. A; MCCABE, B. P. M.Statistica neerlandica. 1988, Vol 42, Num 1, pp 37-46, issn 0039-0402Article