Further consequences of viewing LIML as an iterated Aitken estimator.
type: Item
instance of: scholarly article
title: Further consequences of viewing LIML as an iterated Aitken estimator.
zbMATH Open document ID: 1079.62555
DOI: 10.1016/S0304-4076(99)00083-4
author: Chuanming Gao
author: Kajal Lahiri
published in: Journal of Econometrics
publication date: 2000-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1529224
zbMATH Keywords: 2SLS
zbMATH Keywords: Limited information
zbMATH Keywords: Iterated GLS
zbMATH Keywords: Finite sample
zbMATH Keywords: Simultaneity
zbMATH Keywords: \(\chi^2\) and Student-\(t\) distribution
MaRDI profile type: Publication
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full work available at URL: s0304-4076(99)00083-4
OpenAlex ID: W2040385630
Wikidata QID: Q126588396
description: scientific article; zbMATH DE number 1529224