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

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scientific article; zbMATH DE number 549133
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    Exact densities for variance estimators of the structural disturbances in simultaneous equations models
    scientific article; zbMATH DE number 549133

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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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