An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models

Journal of Econometrics

Volumn 97, Issue 2, 2000, Pages 345-364

  Phillips, Garry D A ^a  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

Author keywords

Bias and second moment approximations; Nagar expansions; Non spherical disturbances; Simultaneous equation models

Indexed keywords

EID: 0346688126     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00075-5     Document Type: Article

References (19)

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