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

DOI10.1016/0304-4076(77)90042-2zbMATH Open0365.62115OpenAlexW1984796960MaRDI QIDQ1241245FDOQ1241245

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

• 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
• REDUCED FORM COEFFICIENT ESTIMATION AND FORECASTING FROM A SIMULTANEOUS EQUATION MODEL*

Cited In (7)

• Reduced forms and weak instrumentation
• Structural inference from reduced forms with many instruments
• The reduced form of recursive models: Small sample properties
• 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
• Reduced form estimation and prediction from uncertain structural models. A generic approach

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