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
2007-01-01
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.File in questo prodotto:
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