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Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable, and Two-Stage Least Squares Estimators

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  • Takeuchi, Kei

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  • Takeuchi, Kei, 1970. "Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable, and Two-Stage Least Squares Estimators," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 11(1), pages 1-12, February.
    • Handle: RePEc:ier:iecrev:v:11:y:1970:i:1:p:1-12
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    Cited by:

    1. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Working Papers 202203, University of California at Riverside, Department of Economics.
    2. A. L. Nagar & Aman Ullah, 2019. "Note on approximate skewness and kurtosis of the two-stage least-square estimator," Indian Economic Review, Springer, vol. 54(1), pages 147-157, December.

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