ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR

DOI10.1017/S0266466606060427zbMATH Open1100.62012OpenAlexW2144150831MaRDI QIDQ3408526FDOQ3408526

Authors: Giovanni Forchini 

Publication date: 14 November 2006

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466606060427

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zbMATH Keywords

instrumental variables model

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Cites Work

• Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• GMM with Many Moment Conditions
• Consistent Estimation with a Large Number of Weak Instruments
• On the Normalization of Structural Equations: Properties of Direction Estimators
• The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
• On the Exact Small Sample Distribution of the Instrumental Variable Estimator
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION

Cited In (9)

• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Bimodal \(t\)-ratios: the impact of thick tails on inference
• MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
• EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
• GMM estimation and inference in dynamic panel data models with persistent data
• The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
• The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
• Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares
• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION

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