Finite sample properties of the partially restricted reduced form estimator
The paper considers the exact density of a linear function of the PRRF estimator under the same set of assumptions as in Nagar and Sahay (l978). We obtain the general expression for the exact moments of such a linear function, which can be used to obtain expressions for moments of arbitrary order. U...
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| Format: | article |
| Language: | EN PT |
| Published: |
Universidade de São Paulo
1998
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| Subjects: | |
| Online Access: | https://doaj.org/article/f9f3ef245d21488bab3a5c18d0e624a8 |
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