{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,2]],"date-time":"2022-04-02T06:01:52Z","timestamp":1648879312601},"reference-count":28,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5461,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,3]]},"abstract":"<jats:p>This paper considers some finite sample properties of the partially restricted reduced form estimators in a general (<jats:italic>n<\/jats: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]).<\/jats:p>","DOI":"10.1017\/s0266466600008276","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:45:17Z","timestamp":1236685517000},"page":"140-171","source":"Crossref","is-referenced-by-count":1,"title":["Some Exact Distribution Results for the Partially Restricted Reduced form Estimator"],"prefix":"10.1017","volume":"10","author":[{"given":"Terrence W.","family":"Kinal","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"John L.","family":"Knight","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008276_ref007","doi-asserted-by":"publisher","DOI":"10.2307\/1911804"},{"key":"S0266466600008276_ref019","volume-title":"Handbook of Econometrics, Volume 1","author":"Phillips","year":"1983"},{"key":"S0266466600008276_ref008","volume-title":"Exact densities of instrumental variables estimators: An alternative approach","author":"Hillier","year":"1982"},{"key":"S0266466600008276_ref005","doi-asserted-by":"publisher","DOI":"10.2307\/2296460"},{"key":"S0266466600008276_ref012","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(77)90042-2"},{"key":"S0266466600008276_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/BF02480302"},{"key":"S0266466600008276_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/1911467"},{"key":"S0266466600008276_ref025","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-009-4790-0_16"},{"key":"S0266466600008276_ref027","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(80)90089-5"},{"key":"S0266466600008276_ref024","doi-asserted-by":"publisher","DOI":"10.2307\/2526618"},{"key":"S0266466600008276_ref009","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600010999"},{"key":"S0266466600008276_ref017","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(78)90071-4"},{"key":"S0266466600008276_ref001","doi-asserted-by":"publisher","DOI":"10.2307\/2525526"},{"key":"S0266466600008276_ref016","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(81)90008-7"},{"key":"S0266466600008276_ref023","doi-asserted-by":"publisher","DOI":"10.2307\/1912841"},{"key":"S0266466600008276_ref022","first-page":"385","article-title":"The exact distribution of the exogenous variable coefficient estimators","volume":"26","author":"Phillips","year":"1985","journal-title":"Journal of Econometrics"},{"key":"S0266466600008276_ref020","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(84)90041-1"},{"key":"S0266466600008276_ref004","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600011518"},{"key":"S0266466600008276_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/1909525"},{"key":"S0266466600008276_ref002","unstructured":"2. 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