On the existence of moments of partially restricted reduced form estimators. A comment

DOI10.1016/0304-4076(81)90009-9zbMath0488.62098OpenAlexW1555658364MaRDI QIDQ1166229

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90009-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15)

Related Items (1)

The reduced form of recursive models: Small sample properties

Cites Work

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• A comparison of estimators for undersized samples
• 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 the partially restricted reduced-form estimators from a simultaneous-equation model

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