A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient in the Exactly Identified Case

DOI10.2307/2286409zbMath0428.62085OpenAlexW4253957867MaRDI QIDQ3865350

Roberto S. Mariano, James B. McDonald

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/2286409

zbMATH Keywords

LIMLsimultaneous equations modelstwo-stage least squares2SLSlimited information maximum likelihoodexactly identified case

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction ⋮ Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior ⋮ Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.

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