Home>Publications>Econometrica>The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations
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.
MLA
Nagar, A. L., and Y. P. Gupta. “The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations.” Econometrica, vol. 38, .no 1, Econometric Society, 1970, pp. 39-49, https://www.jstor.org/stable/1909239
Chicago
Nagar, A. L., and Y. P. Gupta. “The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations.” Econometrica, 38, .no 1, (Econometric Society: 1970), 39-49. https://www.jstor.org/stable/1909239
APA
Nagar, A. L., & Gupta, Y. P. (1970). The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations. Econometrica, 38(1), 39-49. https://www.jstor.org/stable/1909239
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