Some Exact Distribution Results for the Partially Restricted Reduced form Estimator

B-Tier
Journal: Econometric Theory
Year: 1994
Volume: 10
Issue: 1
Pages: 140-171

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper considers some finite sample properties of the partially restricted reduced form estimators in a general (n + 1) endogenous variable model. In particular, the characteristic functions, density functions, and moments are examined for both the vector of estimators and a linear combination. The approach utilizes both invariant polynomials of matrix argument (see Chikuse and Davis [4] and Davis [6]) and fractional calculus techniques (see Phillips [20,25,26]).

Technical Details

RePEc Handle
repec:cup:etheor:v:10:y:1994:i:01:p:140-171_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25