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Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix

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Author Info
Kontoghiorghes, Erricos J
Dinenis, Elias

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Article provided by Springer in its journal Computational Economics.

Volume (Year): 10 (1997)
Issue (Month): 3 (August)
Pages: 231-50
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Handle: RePEc:kap:compec:v:10:y:1997:i:3:p:231-50

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Web page: http://www.springerlink.com/link.asp?id=100248

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Court, R H, 1974. "Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular," Econometrica, Econometric Society, vol. 42(3), pages 547-58, May. [Downloadable!] (restricted)
  2. Narayanan, R, 1969. "Computation of Zellner-Theil's Three Stage Least Squares Estimates," Econometrica, Econometric Society, vol. 37(2), pages 298-306, April. [Downloadable!] (restricted)
  3. Kontoghiorghes, E. J. & Clarke, M. R. B., 1995. "An alternative approach for the numerical solution of seemingly unrelated regression equations models," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 369-377, April. [Downloadable!] (restricted)
  4. Belsley, David A, 1992. "Paring 3SLS Calculations Down to Manageable Proportions," Computer Science in Economics & Management, Springer, vol. 5(3), pages 157-69, August.
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This page was last updated on 2009-12-10.

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