LEAST ORTI IOGONAL DISTANCE ESTIMATOR OF STRUCTURAL PARAMETERS IN SIMULTANEOUS EQUATION MODELS

L. Pieraccini; A. Naccarato

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LEAST ORTI IOGONAL DISTANCE ESTIMATOR OF STRUCTURAL PARAMETERS IN SIMULTANEOUS EQUATION MODELS

机译：方程组模型中结构参数的最小卵圆角距离估计

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The aim of this paper is to present a consistent estimator of parameters in simultane-ous equation model, based on characteristic roots and vectors of a matnx. derived from the so called over-identifying restrictions. The Least Orthogonal Distance Estimator pre-sented here is a more recent development of its original limited information version. The occasion, for reviewing it, has been given by its extension to a full information context which is here completely formalized and by the very encouraging results of recent simula-tion experiments.

机译：本文的目的是在基于Matnx的特征根和向量的情况下，提供一个同时方程模型中参数的一致估计。源自所谓的过度识别限制。这里预先提出的最小正交距离估计器是其原始有限信息版本的更新版本。通过将其扩展到此处已完全形式化的完整信息上下文以及最近的模拟实验非常令人鼓舞的结果，来进行对此进行回顾。

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《Statistica》 |2008年第4期|共16页
作者
L. Pieraccini; A. Naccarato;
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正文语种 eng
中图分类经济统计学;
关键词
consistent estimator; recent development; encouraging results;

机译：一致的估计;最近的发展;令人鼓舞的结果;

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专利

1. LEAST ORTI IOGONAL DISTANCE ESTIMATOR OF STRUCTURAL PARAMETERS IN SIMULTANEOUS EQUATION MODELS [J] . L. Pieraccini, A. Naccarato Statistica . 2008,第3a4期

机译：方程组模型中结构参数的最小卵圆角距离估计
2. A minimum Hellinger distance estimator for stochastic differential equations: An application to statistical inference for continuous time interest rate models [J] . Ludovic Giet, Michel Lubrano Computational statistics & data analysis . 2008,第6期

机译：随机微分方程的最小Hellinger距离估计量：连续时间利率模型在统计推断中的应用
3. How the 2SLS/IV estimator can handle equality constraints in structural equation models: A system-of-equations approach [J] . Steffen Nestler The British journal of mathematical and statistical psychology . 2014,第2期

机译：2SLS / IV估计器如何处理结构方程模型中的等式约束：等式系统方法
4. Study on Influencing Factors of Urban Short-Distance Travel Mode Choice Based on Structural Equation Modeling [C] . Gang Ren, Haoxuan Fan COTA International Conference of Transportation Professionals . 2020

机译：基于结构方程模型的城市短距离旅行模式选择影响因素研究
5. Regression quantiles and trimmed least squares estimators for structural equations and nonlinear regression models [D] . Chen, Lin-an. 1988

机译：结构方程和非线性回归模型的回归分位数和修剪的最小二乘估计
6. Simultaneous Effects of Viral Factors of Human Papilloma Virus and Epstein-Barr Virus on Progression of Breast and Thyroid Cancers: Application of Structural Equation Modeling [O] . Shayan Mostafaei, Anoshirvan Kazemnejad, Amir Hossein Norooznezhad, 2020

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7. A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors [O] . Phoebus J. Dhrymes, R. Berner, D. Cummins 100

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8. Testing for Structural Change by D-Methods in Switching Simultaneous Equations Models [R] . Lee, L. F., Maddala, G. S., Trost, R. P. 1982

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LEAST ORTI IOGONAL DISTANCE ESTIMATOR OF STRUCTURAL PARAMETERS IN SIMULTANEOUS EQUATION MODELS

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