The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

DOI10.2307/1912959zbMath0258.62068MaRDI QIDQ5674272

Roberto S. Mariano

Publication date: 1972

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912959

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62J05: Linear regression; mixed models

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