The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
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Publication:5860903
DOI10.1080/07474938.2016.1261072zbMath1490.62437OpenAlexW2556383364MaRDI QIDQ5860903
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Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2016.1261072
ordinary least squaresexact distributiontwo-stage least squareslimited information maximum likelihoodlinear structural equations
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Point estimation (62F10) Exact distribution theory in statistics (62E15)
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