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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English | 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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