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Asymptotic Bias of Ordinary Least Squares Estimator for Multivariate Autoregressive Models
Yamamoto, Taku, (1981)
On A Third Order Optimum Property of The LIML Estimator When the Sample Size is Large
Kunitomo, Naoto, (1981)
Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models
Kunitomo, Naoto, (1979)