Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Covariance Matrix of the Limited Information Estimator and the Identification Test

Econometrica: Apr, 1969, Volume 37, Issue 2

The Covariance Matrix of the Limited Information Estimator and the Identification Test

https://doi.org/0012-9682(196904)37:2<222:TCMOTL>2.0.CO;2-I
p. 222-227

Ta-Chung Liu, William J. Breen

This paper discusses consistent estimators for the covariance matrix of limited information estimators of simultaneous equation models. It also examines the statistical test of a priori restrictions on the coefficients of simultaneous equation models.

Institutional Access
Log In To View Full Content

Publications

Econometrica

Journal News

August 27, 2024

Econometrica Editorial Board Changes

Econometrica has an update in its upcoming board change this October 2024.
View

Log In


Forgot your password?