Optimal experimental designs are considered for models with simultaneous equations. In particular, a model with two equations is assumed where one of the explanatory variables (exogenous) of the first equation is then the response variable (endogenous) of the second equation. In both equations...

This paper considers optimal experimental designs for models with correlated observations through a covariance function depending on the magnitude of the responses. This suggests the use of stochastic processes whose covariance structure is a function of the mean. Covariance functions must be...