The exact distribution of exogenous variable coefficient estimators
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Publication:760725
DOI10.1016/0304-4076(84)90028-9zbMath0555.62018MaRDI QIDQ760725
Publication date: 1984
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0681.pdf
instrumental variable estimator; structural equation; invariant polynomials with multiple matrix arguments; non-random exogenous variables; normally distributed errors
62H10: Multivariate distribution of statistics
62P20: Applications of statistics to economics
62E15: Exact distribution theory in statistics
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