Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545): Difference between revisions
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Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further consequences of viewing LIML as an iterated Aitken estimator. |
scientific article |
Statements
Further consequences of viewing LIML as an iterated Aitken estimator. (English)
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2000
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2SLS
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Limited information
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Iterated GLS
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Finite sample
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Simultaneity
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\(\chi^2\) and Student-\(t\) distribution
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