The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations

DOI10.2307/1909239zbMath0195.48505OpenAlexW2044277766MaRDI QIDQ5591979

Anirudh L. Nagar, Yash Pal Gupta

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1909239

zbMATH Keywords

statistics

Related Items (2)

Estimation of the covariance matrix of structural disturbances in a complete equation system ⋮ 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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