On the Normalization of Structural Equations: Properties of Direction Estimators

DOI10.2307/2938305zbMath0728.62104OpenAlexW1969801637MaRDI QIDQ3352344

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 squareslimited information maximum likelihood estimatorendogenous variablesexact distributionsdirection estimatorsgeneral structural equation modelnormalization ruletwo stage least squares estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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