The Distribution of FIML in the Leading Case
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References listed on IDEAS
- Phillips, P. C. B., 1984.
"The exact distribution of exogenous variable coefficient estimators,"
Journal of Econometrics,
Elsevier, vol. 26(3), pages 387-398, December.
- Peter C.B. Phillips, 1983. "The Exact Distribution of Exogenous Variable Coefficient Estimators," Cowles Foundation Discussion Papers 681, Cowles Foundation for Research in Economics, Yale University.
- Phillips, P.C.B., 1983.
"Exact small sample theory in the simultaneous equations model,"
Handbook of Econometrics,in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 8, pages 449-516
- Peter C.B. Phillips, 1982. "Exact Small Sample Theory in the Simultaneous Equations Model," Cowles Foundation Discussion Papers 621, Cowles Foundation for Research in Economics, Yale University.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Phillips, Peter C.B., 2006.
"A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation,"
Cambridge University Press, vol. 22(05), pages 947-960, October.
- Peter C. B. Phillips, 2005. "A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.
- Phillips, Peter C B, 1994.
"Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models,"
Econometric Society, vol. 62(1), pages 73-93, January.
- Peter C.B. Phillips, 1992. "Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips, 1991. "Unidentified Components in Reduced Rank Regression Estimation of ECM's," Cowles Foundation Discussion Papers 1003, Cowles Foundation for Research in Economics, Yale University.
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