Some Exact Distribution Results for the Partially Restricted Reduced form Estimator
研究了广义(n+1)内生变量模型中部分受限简化型估计量的有限样本性质，包括特征函数、密度函数和矩，对理论计量经济学研究者有参考价值。
This paper considers some finite sample properties of the partially restricted reduced form estimators in a general ( n + 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]).