Further consequences of viewing LIML as an iterated Aitken estimator

Journal of Econometrics

Volumn 98, Issue 2, 2000, Pages 187-202

  Gao, Chuanming ^a   Lahiri, Kajal ^a  

^a STATE UNIVERSITY OF NEW YORK   (United States)

Author keywords

2SLS; Finite sample; Iterated GLS; Limited information; Simultaneity; 2 and student t distribution

Indexed keywords

EID: 0347744867     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(99)00083-4     Document Type: Article

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