The small-disturbance asymptotic moment matrix of k-class estimates of parameters of different equations in a complete system of simultaneous linear equations
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Publication:1238585
DOI10.1007/BF02504663zbMath0359.62087OpenAlexW2095408743MaRDI QIDQ1238585
Publication date: 1975
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02504663
Cites Work
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- The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
- The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations
- Comparison of k-Class Estimators When the Disturbances Are Small
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