On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model

DOI10.1016/0304-4076(77)90042-2zbMath0365.62115MaRDI QIDQ1241245

John L. Knight

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90042-2

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

Related Items

Reduced forms and weak instrumentation, Reduced form estimation and prediction from uncertain structural models. A generic approach, On the existence of moments of partially restricted reduced form coefficients, A note on the moments of partially restricted reduced forms, On the existence of moments of partially restricted reduced form estimators. A comment, The reduced form of recursive models: Small sample properties, Structural inference from reduced forms with many instruments

Cites Work

• The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency