On the Normalization of Structural Equations: Properties of Direction Estimators

DOI10.2307/2938305MaRDI QIDQ3352344zbMATH OpenOpenAlexFDO

Authors Grant Hillier

Publication date 1990

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://eprints.soton.ac.uk/373102/1/NormalizationPaper.pdf

zbMATH Keywords

ordinary least squaresendogenous variableslimited information maximum likelihood estimatorexact distributionsdirection estimatorsgeneral structural equation modelnormalization ruletwo stage least squares estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• The LIML estimator has finite moments!
• Use of non-normality in structural equation modeling: Application to direction of causation
• Likelihood preserving normalization in multiple equation models
• On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
• The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Cited in

(18)

• ACE bounds; SEMs with equilibrium conditions
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Normalization rules for item response models: Simulation results
• Likelihood preserving normalization in multiple equation models
• Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
• Reprint of: Finite underidentification
• Robust confidence sets in the presence of weak instruments
• Bayesian and classical approaches to instrumental variable regression
• Some consequences of model misspecification for \(t\) testing in a structural equation
• Conditional inference for possibly unidentified structural equations
• Finite underidentification
• A characterization of invariant tests for identification in linear structural equations
• Instrumental variables: an econometrician's perspective
• Use of non-normality in structural equation modeling: Application to direction of causation
• Normalization in Econometrics
• EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
• ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
• Underidentification?

This page was built for publication: On the Normalization of Structural Equations: Properties of Direction Estimators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3352344)