Exact Distribution Theory in Structural Estimation with an Identity
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Other versions of this item:
- Phillips, Peter C.B., 2009. "Exact Distribution Theory In Structural Estimation With An Identity," Econometric Theory, Cambridge University Press, vol. 25(04), pages 958-984, August.
References listed on IDEAS
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Springer;Society for the Advancement of Economic Theory (SAET), vol. 31(1), pages 183-188, April.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Jan F. Kiviet, 2013.
"Identification and inference in a simultaneous equation under alternative information sets and sampling schemes,"
Royal Economic Society, vol. 16(1), pages 24-59, February.
- Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
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KeywordsExact distribution; Identity; IV estimation; LIML; Structural equation; Uniform asymptotic expansion;
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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