The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 48 (1980)
Issue (Month): 4 (May)
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- Jan F. KIVIET & Jerzy NIEMCZYK, 2013. "On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous," Economic Growth centre Working Paper Series 1311, Nanyang Technolgical University, School of Humanities and Social Sciences, Economic Growth centre.
- Leon Wegge, . "Noncentral Student distributed LS and IV Estimators," Department of Economics 00-07, California Davis - Department of Economics.
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- Grant H. Hillier, 1987. "Joint Distribution Theory for Some Statistics Based on LIML and TSLS," Cowles Foundation Discussion Papers 840, Cowles Foundation for Research in Economics, Yale University.
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"Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications,"
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- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Computationally efficient recursions for top-order invariant polynomials with applications," CeMMAP working papers CWP07/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Iglesias, Emma M. & Phillips, Garry D.A., 2011. "Almost Unbiased Estimation in Simultaneous Equations Models with Strong and / or Weak Instruments," Cardiff Economics Working Papers E2011/19, Cardiff University, Cardiff Business School, Economics Section.
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