The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
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Publication:1934026
DOI10.1016/J.ECONLET.2006.09.022zbMATH Open1255.62030OpenAlexW2005613753MaRDI QIDQ1934026FDOQ1934026
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
Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)
Cites Work
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- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- The Iterated Minimum Distance Estimator and the Quasi-Maximum Likelihood Estimator
- Title not available (Why is that?)
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- On the ratio \(X/Y\) for some elliptically symmetric distributions
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
- On Bivariate Random Variables Where The Quotient of Their Coordinates Follows Some Known Distribution
Cited In (3)
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