The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
Year of publication: |
2007
|
---|---|
Authors: | Forchini, Giovanni |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 95.2007, 1, p. 117-123
|
Subject: | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
-
Fridman, Gregory, (2016)
-
Estimating the percentiles of some misspecified non-nested distributions
Bai, Jun, (1992)
-
Autoregressive conditional density estimation
Hansen, Bruce E., (1992)
- More ...
-
TSLS and LIML estimators in panels with unobserved shocks
Forchini, Giovanni, (2018)
-
Ill-conditioned problems, Fisher information, and weak instruments
Forchini, Giovanni, (2005)
-
A conditional approach to panel data models with common shocks
Forchini, Giovanni, (2016)
- More ...