Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/75571
Authors: 
Kimura, Yoshio
Year of Publication: 
1999
Series/Report no.: 
CESifo Working Paper 187
Abstract: 
This paper generalises a classical theorem on the minimisation of the ratio of two quadratic forms so as to permit the denominator to be nonnegative definite, provides a modified formula for the minimum variance ratio estimation including the limited information maximum likelihood, and collaterally shows that the use of the principal components of some predetermined variables in the first stage of two stage least squares is afraid of leading to biased estimators.
Document Type: 
Working Paper

Files in This Item:
File
Size





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.