On the Existence of the Exact Moments of Three LIML Structural Variance Estimators for the Case of Two Included Endogenous Variables

DOI10.2307/2285689zbMath0291.62143OpenAlexW4232927187MaRDI QIDQ4042593

James B. McDonald

Publication date: 1974

Full work available at URL: https://doi.org/10.2307/2285689

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Related Items (1)

Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system

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