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

DOI10.1016/0304-4076(77)90042-2MaRDI QIDQ1241245zbMATH OpenOpenAlexFDO

Authors John 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

Applications of statistics to economics (62P20)

Cites work

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

Cited in

(7)

• 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
• Reduced forms and weak instrumentation

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