A note on a theorem by Professor Chow

Kajal Lahiri

doi:10.1016/0165-1765(78)90047-2

A note on a theorem by Professor Chow

Kajal Lahiri

Economics

University at Albany

Research output: Contribution to journal › Article › peer-review

Abstract

Dhrymes (1973) pointed out an error in the determinant-minimizing algorithm worked out by Chow (1964) to obtain the Three-State Least Squares estimator. We prove that the procedure suggested by Dhrymes (1973) in this connection does not yield the 3SLS estimator either.

Original language	English
Pages (from-to)	125-127
Number of pages	3
Journal	Economics Letters
Volume	1
Issue number	2
DOIs	https://doi.org/10.1016/0165-1765(78)90047-2
State	Published - 1978

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title = "A note on a theorem by Professor Chow",

abstract = "Dhrymes (1973) pointed out an error in the determinant-minimizing algorithm worked out by Chow (1964) to obtain the Three-State Least Squares estimator. We prove that the procedure suggested by Dhrymes (1973) in this connection does not yield the 3SLS estimator either.",

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AB - Dhrymes (1973) pointed out an error in the determinant-minimizing algorithm worked out by Chow (1964) to obtain the Three-State Least Squares estimator. We prove that the procedure suggested by Dhrymes (1973) in this connection does not yield the 3SLS estimator either.

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DO - 10.1016/0165-1765(78)90047-2

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SP - 125

EP - 127

JO - Economics Letters

JF - Economics Letters

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A note on a theorem by Professor Chow

Abstract

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