This paper discusses consistent estimators for the covariance matrix of limited information estimators of simultaneous equation models. It also examines the statistical test of a priori restrictions on the coefficients of simultaneous equation models.
MLA
Liu, Ta-Chung, and William J. Breen. “The Covariance Matrix of the Limited Information Estimator and the Identification Test.” Econometrica, vol. 37, .no 2, Econometric Society, 1969, pp. 222-227, https://www.jstor.org/stable/1913532
Chicago
Liu, Ta-Chung, and William J. Breen. “The Covariance Matrix of the Limited Information Estimator and the Identification Test.” Econometrica, 37, .no 2, (Econometric Society: 1969), 222-227. https://www.jstor.org/stable/1913532
APA
Liu, T.-C., & Breen, W. J. (1969). The Covariance Matrix of the Limited Information Estimator and the Identification Test. Econometrica, 37(2), 222-227. https://www.jstor.org/stable/1913532
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