THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION
From MaRDI portal
Publication:3577706
DOI10.1017/S0266466609990156zbMath1191.62017OpenAlexW2161306389MaRDI QIDQ3577706
Publication date: 23 July 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990156
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Statistical methods; economic indices and measures (91B82)
Cites Work
- Unnamed Item
- The exact distribution of exogenous variable coefficient estimators
- Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- The Exact Distribution of LIML: I
- The Exact Distribution of LIML: II
- Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Instrumental Variables Regression with Weak Instruments
- GMM with Weak Identification
- GMM with Many Moment Conditions
- Consistent Estimation with a Large Number of Weak Instruments
This page was built for publication: THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION
