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A note on a theorem by Professor Chow |
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| Authors: | Kajal Lahiri |
| Affiliation: | State University of New York, Albany, NY 12222, USA |
| 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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