The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
Year of publication: |
2019
|
---|---|
Authors: | Forchini, Giovanni ; Jiang, Bin |
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 |
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