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CONSISTENT ESTIMATION OF A LIMITING COVARIANCE MATRIX
Author(s) -
Sapra Sunil K.
Publication year - 1993
Publication title -
bulletin of economic research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.227
H-Index - 29
eISSN - 1467-8586
pISSN - 0307-3378
DOI - 10.1111/j.1467-8586.1993.tb00563.x
Subject(s) - estimator , covariance matrix , covariance , limiting , mathematics , instrumental variable , estimation of covariance matrices , econometrics , nonlinear system , matrix (chemical analysis) , statistics , physics , chemistry , engineering , chromatography , mechanical engineering , quantum mechanics
This paper provides a consistent and positive semi‐definite estimator of the limiting covariance matrix of a nonlinear instrumental variable estimator for a nonlinear simultaneous equation model with selectivity studied in Sapra (1989).