ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
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Publication:3408526
DOI10.1017/S0266466606060427zbMath1100.62012OpenAlexW2144150831MaRDI QIDQ3408526
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
Point estimation (62F10) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)
Related Items (8)
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
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