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General instrumental variables estimation under stochastic linear restrictions

✍ Scribed by David E.A. Giles


Book ID
116099134
Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
281 KB
Volume
10
Category
Article
ISSN
0165-1765

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## Abstract The variance‐covariance matrices of restricted regression and mixed regression estimators are compared and the consequences of introducing variability in the restrictions are examined.