Abstract:The paper deals with the question of obtaining such an estimate of the parameters of the model of simultaneous equations, which would have better statistical properties in comparison with the estimates of both the usual method of least squares and two-, three-step methods of least squares, as well as the method of fixed point and other methods of evaluating the coefficients of the equations considered in the system simultaneously. The main drawback of methods based on minimization of the sum of squares of devi… Show more
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