This estimator was generalized by Lee to account for a nonscalar covariance matrix and yielded the LMT-G2SLS estimator. Lee demonstrated that in a simultaneous-equation Tobit model the LMT-G2SLS estimator is more efficient than the Amemiya GLS estimator. However, Amemiya's GLS estimator is merely a member of the class of Amemiya GLS estimators containing members which beat the LMT-G2SLS, as well as one which is asymptotically equivalent to the LMT-G2SLS. Equations, notes, and six references are supplied.
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