A note on the moments of partially restricted reduced forms

DOI10.1016/0304-4076(81)90008-7zbMath0488.62097OpenAlexW2075903748MaRDI QIDQ1166228

Michael D. McCarthy

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90008-7

zbMATH Keywords

moments of partially restricted reduced forms

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (2)

The reduced form of recursive models: Small sample properties ⋮ On the existence of moments of partially restricted reduced form estimators. A comment

Cites Work

• On the existence of moments of partially restricted reduced form coefficients
• On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model

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