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Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case

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  • McCarthy, Michael D.

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  • McCarthy, Michael D., 1998. "Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case," Journal of Econometrics, Elsevier, vol. 83(1-2), pages 239-262.
    • Handle: RePEc:eee:econom:v:83:y:1998:i:1-2:p:239-262
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    1. Bianchi, Carlo & Calzolari, Giorgio, 1982. "Evaluating forecast uncertainty due to errors in estimated coefficients: empirical comparison of alternative methods," MPRA Paper 22559, University Library of Munich, Germany.
    2. White, Halbert, 1982. "Instrumental Variables Regression with Independent Observations," Econometrica, Econometric Society, vol. 50(2), pages 483-499, March.
    3. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1984. "Pseudo Maximum Likelihood Methods: Theory," Econometrica, Econometric Society, vol. 52(3), pages 681-700, May.
    4. Dhrymes, Phoebus J, 1973. "Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency," Econometrica, Econometric Society, vol. 41(1), pages 119-134, January.
    5. McCarthy, Michael D, 1972. "A Note on the Forecasting Properties of Two Stage Least Squares Restricted Reduced Forms-The Finite Sample Case," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 13(3), pages 757-761, October.
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