This simpler proof of a theorem of E. J. Hannan on the estimation of parameters in simultaneous stochastic equations emphasizes the equivalence between maximum likelihood and generalized variance ratio, includes a proof of a theorem on maximizing the ratio of two determinants |ANA|/|AMA| with respect to A, and brings out the restrictive assumption of Hannan's theorem in relating simultaneous equations system and canonical correlation theory.
MLA
Ray-Chaudhuri, D. K., and Gregory C. Chow. “An Alternative Proof of Hannan's Theorem on Canonical Correlation and Multiple Equation Systems.” Econometrica, vol. 35, .no 1, Econometric Society, 1967, pp. 139-142, https://www.jstor.org/stable/1909388
Chicago
Ray-Chaudhuri, D. K., and Gregory C. Chow. “An Alternative Proof of Hannan's Theorem on Canonical Correlation and Multiple Equation Systems.” Econometrica, 35, .no 1, (Econometric Society: 1967), 139-142. https://www.jstor.org/stable/1909388
APA
Ray-Chaudhuri, D. K., & Chow, G. C. (1967). An Alternative Proof of Hannan's Theorem on Canonical Correlation and Multiple Equation Systems. Econometrica, 35(1), 139-142. https://www.jstor.org/stable/1909388
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.