Some consequences of viewing LIML as an iterated Aitken estimator

DSpace/Manakin Repository

Search OPUS


Advanced Search

Browse

My Account

Show simple item record

dc.contributor.author Pagan, AR
dc.date.accessioned 2011-02-07T06:26:04Z
dc.date.issued 1979-01
dc.identifier.citation Economics Letters, 1979, 3 (4), pp. 369 - 372
dc.identifier.issn 0165-1765
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/13925
dc.description.abstract 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.
dc.format Yes
dc.publisher Elsevier
dc.relation.isbasedon 10.1016/0165-1765(79)90013-2
dc.title Some consequences of viewing LIML as an iterated Aitken estimator
dc.type Journal Article
dc.parent Economics Letters
dc.journal.volume 4
dc.journal.volume 3
dc.journal.number 4 en_US
dc.publocation USA en_US
dc.identifier.startpage 369 en_US
dc.identifier.endpage 372 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 1401 Economic Theory
dc.personcode 100844
dc.percentage 100 en_US
dc.classification.name Economic Theory en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


Files in this item

This item appears in the following Collection(s)

Show simple item record