On the Existence of the Moments of 3SLS Estimators

DOI10.2307/1913832MaRDI QIDQ4172840zbMATH OpenOpenAlexFDO

Authors

Publication date 1978

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1913832

zbMATH Keywords

Differential ManifoldsEconometric SystemsThree Stage Least Squares Estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited in

(4)

• A ridge-like method for simultaneous estimation of simultaneous equations
• AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
• Location properties of point estimators in linear instrumental variables and related models
• Reduced form estimation and prediction from uncertain structural models. A generic approach

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