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Asymptotic Bias of Ordinary Least Squares Estimator for Multivariate Autoregressive Models
Yamamoto, Taku, (1981)
A Third Order Optimum Property of the ML Estimator in Linear Functional Relationships and Simultaneous Equation Systems
Kunitomo, Naoto, (1981)
On A Third Order Optimum Property of The LIML Estimator When the Sample Size is Large