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Instrumental Variable Estimation of a Simple Simultaneous Equations Model with a Singular Error Variance Matrix

Published online by Cambridge University Press:  18 October 2010

R. W. Farebrother
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 8 , Issue 4 , December 1992 , pp. 581
Copyright
Copyright © Cambridge University Press 1992

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References

REFERENCES

1. Maddala, G.S.The exact small sample distribution of the instrumental variable estimator. Econometrica 60 (1992): 181–183.CrossRefGoogle Scholar
2. Nelson, C.R. & Startz, R.. Some further results on the exact small sample of the instrumental variable estimator properties. Econometrica (1990): 967–976.CrossRefGoogle Scholar