The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
Giovanni Forchini and Bin Jiang
| Year of publication: |
2019
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|---|---|
| Authors: | Forchini, Giovanni ; Jiang, Bin |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 2, p. 208-247
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| Subject: | Exact distribution | limited information maximum likelihood | linear structural equations | ordinary least squares | two-stage least squares | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1261072 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012180730