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Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate

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Author Info
Anderson, T W
Sawa, Takamitsu
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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 47 (1979)
Issue (Month): 1 (January)
Pages: 163-82
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Handle: RePEc:ecm:emetrp:v:47:y:1979:i:1:p:163-82

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  3. Andeaou, E. & Werker, B.J.M., 2004. "An alternative asymptotic analysis of residual-based statistics," Discussion Paper 56, Tilburg University, Center for Economic Research. [Downloadable!]
  4. Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005. "A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models," CIRJE F-Series CIRJE-F-321, CIRJE, Faculty of Economics, University of Tokyo. [Downloadable!]
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