TY  - JOUR
AB  - 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.
AU  - Pagan, AR
DA  - 1979/01/01
DO  - 10.1016/0165-1765(79)90013-2
EP  - 372
JO  - Economics Letters
PB  - Elsevier
PY  - 1979/01/01
SP  - 369
TI  - Some consequences of viewing LIML as an iterated Aitken estimator
VL  - 3
Y1  - 1979/01/01
Y2  - 2026/07/03
ER  -