of our estimator; unlike in our earlier paper we also determine its asymptotic distribution, and discuss issues of … concerning the joint asymptotic distribution of those estimators and the GM estimator under reasonable conditions. Much of the … theory is kept general to cover a wide range of settings. We note the estimation theory developed by Kelejian and Prucha …

then establish the limiting distribution of our suggested estimators, and give consistent estimators for their asymptotic … suggest that the derived large sample distribution provides a good approximation to the actual small sample distribution of …