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

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

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

A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometricsKUNITOMO, N.Annals of the Institute of Statistical Mathematics. 1987, Vol 39, Num 3, pp 575-591, issn 0020-3157Article

The bias of instrumental variable estimatorsBUSE, A.Econometrica. 1992, Vol 60, Num 1, pp 173-180, issn 0012-9682Article

Conditions for identification in nonparametric and parametric modelsROEHRIG, C. S.Econometrica. 1988, Vol 56, Num 2, pp 433-447, issn 0012-9682Article

Consistent sets of estimates for regressions with correlated or uncorrelated measurement errors in arbitrary subsets of all variablesBEKKER, P; KAPTEYN, A; WANSBEEK, T et al.Econometrica. 1987, Vol 55, Num 5, pp 1223-1230, issn 0012-9682Article

Forecast variance in dynamic simulation of simultaneous equation modelsCALZOLARI, G.Econometrica. 1987, Vol 55, Num 6, pp 1473-1476, issn 0012-9682Article

Bayesian analysis of systems of seemingly unrelated regression equations under a recursive extended natural conjugate prior densityRICHARD, J. F; STEEL, M. F. J.Journal of econometrics. 1988, Vol 38, Num 1-2, pp 7-37, issn 0304-4076Article

Bayesian estimation of odds ratios under prior hypotheses of independence and exchangeabilityALBERT, J. H.Journal of statistical computation and simulation (Print). 1987, Vol 27, Num 3, pp 251-268, issn 0094-9655Article

A new approach to the classical Stokes flow problem : Part II : Series solutions and higher-order applicationsTASELI, H; EID, R.Journal of computational and applied mathematics. 1997, Vol 78, Num 2, pp 233-254, issn 0377-0427Article

Alternative estimators of FIML covariance matrix: a Monte Carlo studyCALZOLARI, G; PANATTONI, L.Econometrica. 1988, Vol 56, Num 3, pp 701-714, issn 0012-9682Article

Identification of sumultaneous equation models with measurement error: a computerized evaluationMERCKENS, A; BEKKER, P. A.Statistica neerlandica. 1993, Vol 47, Num 4, pp 233-244, issn 0039-0402Article

On the exact small sample distribution of the instrumental variable estimatorMADDALA, G. S; JEONG, J.Econometrica. 1992, Vol 60, Num 1, pp 181-183, issn 0012-9682Article

Iterative solution of simultaneous equationsBERG, L.Journal of computational and applied mathematics. 1988, Vol 24, Num 1-2, pp 257-264, issn 0377-0427Article

Testing for multivariate normality in simultaneous equations modelsJARQUE, C. M; MCKENZIE, C. R.Mathematics and computers in simulation. 1995, Vol 39, Num 3-4, pp 323-328, issn 0378-4754Conference Paper

Simultaneous solution of power and control systems equationsARAUJO, A. E. A; DOMMEL, H. W; MARTI, J. R et al.IEEE transactions on power systems. 1993, Vol 8, Num 4, pp 1483-1489, issn 0885-8950Conference Paper

Identification of simultaneous equation models with measurement errors based on time series structureNOWAK, E.Journal of econometrics. 1989, Vol 40, Num 2, pp 319-325, issn 0304-4076, 7 p.Article

Recursive estimation for economic research: the multiple equations casePAPAKYRIAZIS, A.International journal of systems science. 1989, Vol 20, Num 4, pp 629-648, issn 0020-7721, 20 p.Article

Testing the normality assumption in multivariate simultaneous limited dependent variable modelsSMITH, R. J.Journal of econometrics. 1987, Vol 34, Num 1-2, pp 105-123, issn 0304-4076Article

On the number of solutions of x² - 4m(m + 1)y² = y² - bz² = 1PINGZHI YUAN.Proceedings of the American Mathematical Society. 2004, Vol 132, Num 6, pp 1561-1566, issn 0002-9939, 6 p.Article

Exact densities for variance estimators of the structural disturbances in simultaneous equations modelsSMITH, M. D.Journal of econometrics. 1994, Vol 60, Num 1-2, pp 157-180, issn 0304-4076Article

Business risk and return : a test of simultaneous relationshipsOVIATT, B. M; BAUERSCHMIDT, A. D.Management science. 1991, Vol 37, Num 11, pp 1405-1423, issn 0025-1909Article