The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

DOI10.1080/07474939708800398zbMath0914.62016OpenAlexW2005991323MaRDI QIDQ4373278

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Publication date: 14 June 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800398

zbMATH Keywords

3SLS estimator2SLS (IV) estimatorsimproved 2SLS (IV) estimatorsiterated improved 2SLS (IV) estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12)

Cites Work

• A Note on Seemingly Unrelated Regressions
• Iterative Estimation of a Set of Linear Regression Equations
• Unnamed Item

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