An approximation of the distribution function of the LIML identifiability test statistic using the method of moments

DOI10.1080/00949657408810070MaRDI QIDQ4047005zbMATH OpenOpenAlexFDO

Authors James B. McDonald

Publication date 1974

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657408810070

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to economics (62P20)

Cites work

• scientific article; zbMATH DE number 3365595 (Why is no real title available?)
• A General Approximation to the Distribution of Instrumental Variables Estimates
• The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic

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