Some Exact Distribution Results for the Partially Restricted Reduced form Estimator

This paper considers some finite sample properties of the partially restricted reduced form estimators in a general (<italic>n</italic> + 1) endogenous variable model. In particular, the characteristic functions, density functions, and moments are examined for both the vector of estimators and a linear combination. The approach utilizes both invariant polynomials of matrix argument (see Chikuse and Davis [4] and Davis [6]) and fractional calculus techniques (see Phillips [20,25,26]).