The Econometric SocietyEconometrica: Apr 1961, Volume 29, Issue 2
A Note on the Residual Variance Estimation in Simultaneous Equations
https://doi.org/0012-9682(196104)29:2<238:ANOTRV>2.0.CO;2-C
p.
238-243
A. L. Nagar
We consider in this note the bias of the residual variance estimator in simultaneous equations according to the k-class method. An unbiased estimator is formulated.Log In To View Full Content