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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:  11 February 2009

R.W. Farebrother
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 9 , Issue 4 , August 1993 , pp. 690 - 691
Copyright
Copyright © Cambridge University Press 1993

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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. Econometrics (1990): 967–976.CrossRefGoogle Scholar