The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model (Q5860903)

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scientific article; zbMATH DE number 7484446
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The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
scientific article; zbMATH DE number 7484446

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    The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model (English)
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    4 March 2022
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    exact distribution
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    limited information maximum likelihood
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    linear structural equations
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    ordinary least squares
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    two-stage least squares
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