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The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations

Econometrica 1970 38(1), 39

A. L. Nagar, Y. P. Gupta, The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations, Econometrica, Vol. 38, No. 1 (Jan., 1970), pp. 39-49

The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model

A. L. Nagar; Y. P. Gupta

Econometrica 1968 36(2), 337

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The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations

The Bias of Liviatan's Consistent Estimator in a Distributed Lag Model