This paper deals with the two-stage least squares (2SLS) estimator of structural parameters in a system of M linear structural equations. The structural equation being estimated consists of three endogenous variables and some exogenous variables. The exact mean of the 2SLS estimator has been worked out.
MLA
Nagar, A. L., and Aman Ullah. “The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables.” Econometrica, vol. 42, .no 4, Econometric Society, 1974, pp. 749-758, https://www.jstor.org/stable/1913943
Chicago
Nagar, A. L., and Aman Ullah. “The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables.” Econometrica, 42, .no 4, (Econometric Society: 1974), 749-758. https://www.jstor.org/stable/1913943
APA
Nagar, A. L., & Ullah, A. (1974). The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables. Econometrica, 42(4), 749-758. https://www.jstor.org/stable/1913943
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