Exact densities for variance estimators of the structural disturbances in simultaneous equations models (Q1318992)

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Exact densities for variance estimators of the structural disturbances in simultaneous equations models
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    Exact densities for variance estimators of the structural disturbances in simultaneous equations models (English)
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    16 June 1994
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    structural equation
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    structural variance estimator
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    right-hand-side endogenous variables
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    leading case
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    conditional distribution theory
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    exact finite sample results
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    structural disturbances
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    simultaneous equations model
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    exact density
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    moment formulae
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    endogenous variables
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    existence of estimators moments
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