1. Baum, C.F., Schaffer, M.E., Stillman, S., 2007. ivreg2: Stata module for extended instrumental variables/2SLS, GMM and AC/HAC, LIML, and k-class regression, Boston College Department of Economics, Statistical Software Components S425401. Downloadable from http://ideas.repec.org/c/boc/bocode/s425401.html.
2. The covariance matrices of reduced-form coefficients and of forecasts for a structural econometric model;Goldberger;Econometrica,1961
3. Specification tests in econometrics;Hausman;Econometrica,1978
4. The error of forecast for multivariate regression models;Hooper;Econometrica,1961
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