The Exact Distribution of LIML: I (Q3809044)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The Exact Distribution of LIML: I
scientific article

    Statements

    The Exact Distribution of LIML: I (English)
    0 references
    0 references
    1984
    0 references
    0 references
    0 references
    0 references
    0 references
    limited information maximum likelihood (LIML) estimator
    0 references
    known error covariance matrix
    0 references
    simultaneous equations econometric model
    0 references
    multivariate Cauchy distribution
    0 references
    smallest latent roots
    0 references
    central Wishart matrix
    0 references
    matrix ratio of two independent Wishart matrices
    0 references
    0 references