1. T. Kloek and L. B. M. Mennes, ‘‘Simultaneous equations estimation based on principal components of predetermined variables,’’ Econometrica 28, 45–61 (1960).
2. T. Amemiya, ‘‘On the use of principal components of independent variables in two stage least squares estimation,’’ Int. Econ. Rev. 7, 283–303 (1966).
3. P. J. Dhrymes, Econometrics (Springer, New York, 1974).
4. K. R. Kadiyala and J. R. Nunns, ‘‘Estimation of a simultaneous system of equations when the sample is undersized,’’ Unpublished Report (Lafayette, Purdue Univ., Indiana, 1976).
5. H. D. Vinod and A. Ullah, Recent Advances in Regression Methods (Marcel Dekker, New York, 1981).