Hillier, Grant H. - Cowles Foundation for Research in Economics, Yale University - 1987
density of the LIML endogenous coefficient estimator, and the usual characteristic root arising from the LIML procedure, given … stepping stone in the analysis of these procedures. The main result also leads to a new derivation of the density of the LIML … TSLS. We also consider briefly the density of the LIML structural variance estimator, and the joint density of the LIML and …