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