Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545)
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scientific article; zbMATH DE number 1529224
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further consequences of viewing LIML as an iterated Aitken estimator. |
scientific article; zbMATH DE number 1529224 |
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Further consequences of viewing LIML as an iterated Aitken estimator. (English)
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2000
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2SLS
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Limited information
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Iterated GLS
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Finite sample
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Simultaneity
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\(\chi^2\) and Student-\(t\) distribution
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