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Journal of the American Statistical Association Volume 64, 1969 - Issue 327
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Original Articles

The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

Takamitsu Sawa Kyoto University, USA
Pages 923-937 | Published online: 10 Apr 2012

References

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  • Takeuchi , K. “On the exact moment of the OLS, the TSLS and the instrumental variables method estimators,” forthcoming in International Economic Review.

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