On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model
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Publication:1241245
DOI10.1016/0304-4076(77)90042-2zbMath0365.62115OpenAlexW1984796960MaRDI QIDQ1241245
Publication date: 1977
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(77)90042-2
Related Items (7)
Structural inference from reduced forms with many instruments ⋮ The reduced form of recursive models: Small sample properties ⋮ On the existence of moments of partially restricted reduced form coefficients ⋮ A note on the moments of partially restricted reduced forms ⋮ On the existence of moments of partially restricted reduced form estimators. A comment ⋮ Reduced forms and weak instrumentation ⋮ Reduced form estimation and prediction from uncertain structural models. A generic approach
Cites Work
- The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
- REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
- Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
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