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Original Articles

Gains by the common structural variance

Pages 2473-2484 | Received 01 Aug 1988, Published online: 27 Jun 2007

Bibliography

  • Anderson , T.W. and Rubin , H. 1949 . Estimation of the parameters of a single equation in a complete system of stochastic equations . Annals of Mathematical Statistics , 20 : 46 – 63 .
  • Fisher , F.M. 1966 . The Identification Problem in Econometrics , New York : McGraw-Hill .
  • Hausman , J.A. and Taylor , W.E. 1983 . Identification in linear simultaneous equations models with covariance restrictions:an instrumental variables interpretation . Econometrica , 51 : 1527 – 1549 .
  • Hodoshima , J. 1988 . Estimation of a single structural equation with structural change . Econometric Theory , 4 : 86 – 96 .
  • Rao , C.R. 1973 . Linear Statistical Inference and Its Applications , New York : Wiley .

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