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Almost Unbiased Estimator in Simultaneous Equations Systems
International Economic Review, 1973openaire +1 more source
Reexamining the Estimation of Simultaneous Equations Systems [PDF]
, 1999 This paper generalises a classical theorem on the minimisation of the ratio of two quadratic forms so as to permit the denominator to be nonnegative definite, provides a modified formula for the minimum variance ratio estimation including the limited information maximum likelihood, and collaterally shows that the use of the principal components of some
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