ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR

DOI10.1017/S0266466606060427zbMath1100.62012OpenAlexW2144150831MaRDI QIDQ3408526

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

zbMATH Keywords

instrumental variables model

Mathematics Subject Classification ID

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

Related Items

EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY, The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation, MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS, Bimodal t-ratios: the impact of thick tails on inference, GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA, YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS, A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION, The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Cites Work

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