Econometrica: Apr 1969, Volume 37, Issue 2
The Covariance Matrix of the Limited Information Estimator and the Identification Test
Ta-Chung Liu, William J. BreenThis paper discusses consistent estimators for the covariance matrix of limited information estimators of simultaneous equation models. It also examines the statistical test of a priori restrictions on the coefficients of simultaneous equation models.
Log In To View Full Content