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Abstract The distribution studied is that of an estimator of a structural parameter appearing in a system of linear simultaneous equations. The relationship between the bias and the true parameter value is analysed and the bias is tabulated for selected values of the parameters of the distribution. It is also shown that the estimator possesses finite moments up to order v where v is the number of overidentifying restrictions and that the estimator converges to the true parameter value as one of the parameters of the distribution (not the sample size) increases indefinitely.
David H. Richardson (Sun,) studied this question.