Some consequences of viewing LIML as an iterated Aitken estimator

Search UTSePress Research

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	C1	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	000100	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