Econometrica

Journal Of The Econometric Society

An International Society for the Advancement of Economic
Theory in its Relation to Statistics and Mathematics

Edited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262

Home> Publications> Econometrica>The Covariance Matrix of the Limited Information Estimator and the Identification Test

Econometrica: Apr, 1969, Volume 37, Issue 2

The Covariance Matrix of the Limited Information Estimator and the Identification Test

https://www.jstor.org/stable/1913532
p. 222-227

Ta-Chung Liu, William J. Breen

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.

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December 4, 2024

Update on 2025 Submission and Publication Page Fees at Econometric Society Journals

The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica.  Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
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