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Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simulataneous equations

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Authors and Affiliations

  1. Banaras Hindu University, Banaras, India

    V. K. Srivastava & Ramji Tiwari

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  1. V. K. Srivastava
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  2. Ramji Tiwari
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Srivastava, V.K., Tiwari, R. Two-stage and three-stage least squares estimation of dispersion matrix of disturbances in simulataneous equations. Ann Inst Stat Math 28, 411–428 (1976). https://doi.org/10.1007/BF02504759

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  • DOI: https://doi.org/10.1007/BF02504759

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