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The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations
A. L. Nagar
Y. P. Gupta
Abstract
In this article we analyze the moment matrix, to order 1/T^2(T being the number of observations), of the two-stage least-squares estimators of coefficients in two different equations which are part of a complete set of structural equations.
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