A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation Case
- 1 March 1963
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 58 (301) , 161
- https://doi.org/10.2307/2282960
Abstract
In this article some leading results of a mathematical investigation of exact finite sample distributions of GCL estimators are given. These results pertain to the distributions of estimators of coefficients appearing in econometric systems of three structural equations. The results show that the general forms of exact distributions derived for coefficient estimators in two-equation systems re-appear in the corresponding cases of three equations systems.Keywords
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