Some consequences of viewing LIML as an iterated Aitken estimator

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dc.contributor.author Pagan, Adrian en_US
dc.contributor.editor en_US
dc.date.accessioned 2011-02-07T06:26:04Z
dc.date.available 2011-02-07T06:26:04Z
dc.date.issued 1979 en_US
dc.identifier 2009004420 en_US
dc.identifier.citation Pagan Adrian 1979, 'Some consequences of viewing LIML as an iterated Aitken estimator', Elsevier, vol. 3, no. 4, pp. 369-372. en_US
dc.identifier.issn 0165-1765 en_US
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. en_US
dc.language en_US
dc.publisher Elsevier en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/0165-1765(79)90013-2 en_US
dc.title Some consequences of viewing LIML as an iterated Aitken estimator en_US
dc.parent Economics Letters en_US
dc.journal.volume 3 en_US
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 140100 en_US
dc.personcode 100844 en_US
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
dc.staffid en_US
dc.staffid 100844 en_US


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