Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
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Publication:1186050
DOI10.1016/0304-4076(92)90032-MzbMath0771.62012MaRDI QIDQ1186050
Publication date: 28 June 1992
Published in: Journal of Econometrics (Search for Journal in Brave)
identification problem; simulations; Wald statistics; asymptotic densities; simultaneous equations model; structural equation; finite sample densities; instrumental variable estimators; partially identified models; rotation of coordinates
Cites Work
- The exact distribution of exogenous variable coefficient estimators
- The death of a mathematical theory. A study in the sociology of knowledge
- The Exact Distribution of LIML: I
- The Exact Distribution of LIML: II
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
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