A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation Case
作者： R. L. Basmann
DOI: 10.1080/01621459.1963.10500838
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摘要: Abstract In this article some leading results of a mathematical investigation exact finite sample distributions GCL estimators are given. These pertain to the coefficients appearing in econometric systems three structural equations. The show that general forms derived for coefficient two-equation re-appear corresponding cases equations systems.
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