Further consequences of viewing LIML as an iterated Aitken estimator.

DOI10.1016/S0304-4076(99)00083-4zbMath1079.62555OpenAlexW2040385630WikidataQ126588396 ScholiaQ126588396MaRDI QIDQ1586545

Chuanming Gao, Kajal Lahiri

Publication date: 2000

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(99)00083-4

zbMATH Keywords

2SLSIterated GLSLimited information\(\chi^2\) and Student-\(t\) distributionFinite sampleSimultaneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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