The Exact Distribution of LIML: I (Q3809044)

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