Some consequences of viewing LIML as an iterated Aitken estimator

Pagan, AR

Some consequences of viewing LIML as an iterated Aitken estimator

Pagan, AR

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Publisher:: Elsevier
Publication Type:: Journal Article
Citation:: Economics Letters, 1979, 3 (4), pp. 369 - 372
Issue Date:: 1979-01

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Field	Value	Language
dc.contributor.author	Pagan, AR	en_US
dc.date.issued	1979-01	en_US
dc.identifier.citation	Economics Letters, 1979, 3 (4), pp. 369 - 372	en_US
dc.identifier.issn	0165-1765	en_US
dc.identifier.uri	http://hdl.handle.net/10453/13925
dc.description.abstract	This note demonstrates that LIML can be formulated as Zellner's SUR estimator. The result provides an analytic formula for LIML and its derived reduced form estimator, expresses LIML as the sum of 2SLS and a correction factor and facilities exogeneity testing.	en_US
dc.publisher	Elsevier	en_US
dc.relation.ispartof	Economics Letters	en_US
dc.relation.isbasedon	10.1016/0165-1765(79)90013-2	en_US
dc.subject.classification	Economics	en_US
dc.title	Some consequences of viewing LIML as an iterated Aitken estimator	en_US
dc.type	Journal Article
utslib.citation.volume	4	en_US
utslib.citation.volume	3	en_US
utslib.for	1401 Economic Theory	en_US
utslib.for	14 Economics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.consider-herdc	false	en_US
pubs.issue	4	en_US
pubs.volume	3	en_US

Abstract:

This note demonstrates that LIML can be formulated as Zellner's SUR estimator. The result provides an analytic formula for LIML and its derived reduced form estimator, expresses LIML as the sum of 2SLS and a correction factor and facilities exogeneity testing.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/13925