Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1949 • 1,471 citations

Economic Forecasts and Policy

1962 • 1,020 citations

A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation

1957 • 409 citations

The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1950 • 334 citations

The Exact Distribution of a Structural Coefficient Estimator

1968 • 127 citations

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

1969 • 124 citations

The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables

1972 • 92 citations