Econometrica Vol. 41 No. 6 1973
Systems k-Class Estimators
Abstract
[In this paper we generalize the family of single equation k-class estimators to systems of equations. The systems k-class estimator with k = 1 is the 3SLS estimator. After developing the asymptotic properties we introduce a further member of the systems k-class, the systems LVR estimator. A systems version of Basmann's identifiability test statistic is also considered.]
- DOI
- 10.2307/1914040
- Volume
- 41
- Issue
- 6
- Pages
- 1125
- Sources
- bibtex:phds-export.bib openalex crossref