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Results on LIML for an Equation Identified by Means of (within equation) Linear Restrictions

Published online by Cambridge University Press:  18 October 2010

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1989

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References

REFERENCES

1.Hausman, J.A. Specification and estimation of simultaneous equation models. In Griliches, Z. & Intriligator, M.D. (eds.), Handbook of Econometrics, Vol I, Amsterdam-New York-Oxford: North-Holland Publishing Company, 1983, pp. 391448.CrossRefGoogle Scholar
2.Neudecker, H., Some theorems on matrix differentiation with special reference to Kronecker matrix products. Journal of the American Statistical Association 64 (1969): 953963.CrossRefGoogle Scholar