The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
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Publication:4099117
DOI10.2307/1913858zbMath0333.62074OpenAlexW2035194946MaRDI QIDQ4099117
Publication date: 1972
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913858
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Exact distribution theory in statistics (62E15)
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An approximation of the distribution function of the LIML identifiability test statistic using the method of moments ⋮ Simultaneous equation estimation from undersized samples
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