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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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Other
Copyright
Copyright © Cambridge University Press 1988 

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References

REFERENCES

1. Anderson, T.W. and Rubin, H., Estimation of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics 20 (1949): 4663.10.1214/aoms/1177730090Google Scholar
2. Anderson, T.W. and Rubin, H., The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations. Annals of Mathematical Statistics 21 (1950): 570582.10.1214/aoms/1177729752Google Scholar