The Exact Distribution of LIML: II
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Publication:3809045
DOI10.2307/2526524zbMath0659.62060OpenAlexW1500902539MaRDI QIDQ3809045
Publication date: 1985
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://cowles.yale.edu/sites/default/files/files/pub/d06/d0663.pdf
invariant polynomialsreduced formlimited information maximum likelihood (LIML) estimatordifferential operator calculusgeneral single- equation modelmultiple matrix arguments
Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)
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