Consistent Estimation of a Limiting Covariance Matrix

Sunil Sapra ()

Bulletin of Economic Research, 1993, vol. 45, issue 2, 161-63

Abstract: 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). Copyright 1993 by Blackwell Publishing Ltd and the Board of Trustees of the Bulletin of Economic Research

Date: 1993
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Persistent link: https://EconPapers.repec.org/RePEc:bla:buecrs:v:45:y:1993:i:2:p:161-63

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