The small-disturbance asymptotic moment matrix ofk-class estimates of parameters of different equations in a complete system of simultaneous linear equations

Brown, G. F., Jr. (1972). Structural estimation byk-class methods and reduced form forecasting, Doctoral dissertation, Carnegie-Mellon University.Google Scholar

Goldberger, A. S., Nagar, A. L. and Odeh, H. S. (1961). The covariance matrices of reduced form coefficients and of forecasts for a structural econometric model.Econometrica,29, 556–573.CrossRefMathSciNetGoogle Scholar

Kadane, J. B. (1971). Comparison ofk-class estimators when the disturbances are small,Econometrica,39, 723–737.CrossRefMathSciNetGoogle Scholar

Kadane, J. B. (1970). Testing overidentifying restrictions when the disturbances are small,J. Amer. Statist. Ass.,65, 182–185.CrossRefGoogle Scholar

Nagar, A. L. and 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, 39–49.CrossRefMathSciNetGoogle Scholar

Ramage, J. G. (1971). A perturbation study of thek-class estimators in the presence of specification error, Doctoral dissertation, Yale University.Google Scholar

Rao, C. R. (1965).Linear Statistical Inference and Its Applications, John Wiley and Sons, Inc., New York.MATHGoogle Scholar

Theil, H. (1970).Economic Forecasts and Policy, North Holland Publishing Co., Amsterdam.Google Scholar