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Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients

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  • Mariano, Roberto S

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Bibliographic Info

Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 45 (1977)
Issue (Month): 2 (March)
Pages: 487-96

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Handle: RePEc:ecm:emetrp:v:45:y:1977:i:2:p:487-96

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Cited by:
  1. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
  2. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
  3. Phillips, Peter C B, 1984. "The Exact Distribution of LIML: I," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 249-61, February.
  4. Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University.

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