The SYSLIN Procedure

References

Basmann, R.L. (1960), "On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics," Journal of the American Statistical Association, 55, 650-659.

Fuller, W.A. (1977), "Some Properties of a Modification of the Limited Information Estimator," Econometrica, 45, 939-952.

Hausman, J.A. (1975), "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, 43, 727-738.

Johnston, J. (1984), Econometric Methods, Third Edition, New York: McGraw-Hill Book Company.

Judge, George G., W. E. Griffiths, R. Carter Hill, Helmut Lutkepohl, and Tsoung-Chao Lee (1985), The Theory and Practice of Econometrics, Second Edition, New York: John Wiley & Sons, Inc.

Maddala, G.S. (1977), Econometrics, New York: McGraw-Hill Book Company.

Park, S.B. (1982), "Some Sampling Properties of Minimum Expected Loss (MELO) Estimators of Structural Coefficients," Journal of the Econometrics, 18, 295-311.

Pindyck, R.S. and Rubinfeld, D.L. (1981), Econometric Models and Economic Forecasts, Second Edition, New York: McGraw-Hill Book Company.

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Savin, N.E. and White, K.J. (1978), "Testing for Autocorrelation with Missing Observations," Econometrics, 46, 59-66.

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Zellner, A. (1962), "An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias," Journal of the American Statistical Association, 57, 348-368.

Zellner, A. (1978), "Estimation of Functions of Population Means and Regression Coefficients: A Minimum Expected Loss (MELO) Approach," Journal of the Econometrics, 8, 127-158.

Zellner, A. and Park, S. (1979), "Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models," Journal of the American Statistical Association, 74, 185-193.

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