The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
This paper deals with two single-equation estimators in a set of simultaneous linear stochastic equations--namely, ordinary least squares (OLS) and two-stage least squares (2SLS). Under the assumption that all predetermined variables in the model are exogenous, necessary and sufficient conditions ar...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1972
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/55 |
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| Institution: | Singapore Management University |
| Language: | English |
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