SOME CONSEQUENCES OF VIEWING LIML AS AN ITERATED AITKEN ESTIMATOR

被引：18

作者：

PAGAN, A

机构：

[1] Australian National University, Canberra

来源：

ECONOMICS LETTERS | 1979年 / 3卷 / 04期

关键词：

D O I：

10.1016/0165-1765(79)90013-2

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note demonstrates that LIML can be formulated as Zellner's SUR estimator. The result provides an analytic formula for LIML and its derived reduced form estimator, expresses LIML as the sum of 2SLS and a correction factor and facilities exogeneity testing. © 1979.

引用

页码：369 / 372

页数：4

共 9 条

[1]

BYRON RP, 1978, DERIVED REDUCED FORM

[2] EFFICIENT ESTIMATION OF REDUCED FORM FROM INCOMPLETE ECONOMETRIC MODELS [J].