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Moments of OLS and 2SLS via Fractional Calculus

Published online by Cambridge University Press:  18 October 2010

John L. Knight
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Abstract

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Type
Problems and Solutions
Information
Econometric Theory , Volume 2 , Issue 2 , August 1986 , pp. 291 - 293
Copyright
Copyright © Cambridge University Press 1986

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References

1. Phillips, P.C.B.The Exact Distribution of the Stein-rule Estimator. Journal of Econometrics 25(1984): 123–131.Google Scholar
2. Phillips, P.C.B.The Exact Distribution of the SUR Estimator. Econometrica 53 (1985): 745–756.Google Scholar