A FIX-POINT THEOREM WITH ECONOMETRIC BACKGROUND. PART I: THE THEOREM,
Abstract
The statistical estimation of parameters in interdependent systems is posed as a fix-point problem. The solution, based on the principle of contraction mapping, extends the scope of interdependent systems and obtains the parameter estimates by an iterative least squares procedure. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1965
- Accession Number
- AD0610452
Entities
People
- Herman O. A. Wold
Organizations
- University of Wisconsin–Madison