The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
From MaRDI portal
Publication:1934026
DOI10.1016/j.econlet.2006.09.022zbMath1255.62030OpenAlexW2005613753MaRDI QIDQ1934026
Publication date: 28 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://epubs.surrey.ac.uk/430836/1/GF-Exact-TSLS-rev.pdf
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- On the ratio \(X/Y\) for some elliptically symmetric distributions
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator
- The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
- On Bivariate Random Variables Where The Quotient of Their Coordinates Follows Some Known Distribution
This page was built for publication: The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation