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

DOI10.1080/00949657408810070zbMATH Open0294.62123OpenAlexW1964891808MaRDI QIDQ4047005FDOQ4047005

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

• A General Approximation to the Distribution of Instrumental Variables Estimates
• Title not available (Why is that?)
• The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic

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