Joint Distribution Theory for Some Statistics Based on LIML and TSLS
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References listed on IDEAS
- Phillips, Peter C B, 1985.
"The Exact Distribution of LIML: II,"
International Economic Review,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.
- Peter C.B. Phillips, 1982. "The Exact Distribution of LIML: I," Cowles Foundation Discussion Papers 658, Cowles Foundation for Research in Economics, Yale University.
- Peter C.B. Phillips, 1983. "The Exact Distribution of LIML: II," Cowles Foundation Discussion Papers 663, Cowles Foundation for Research in Economics, Yale University.
- 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, 1980. "The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables," Econometrica, Econometric Society, vol. 48(4), pages 861-878, May.
- Rhodes, George F, Jr, 1981. "Exact Density Functions and Approximate Critical Regions for Likelihood Ratio Identifiability Test Statistics," Econometrica, Econometric Society, vol. 49(4), pages 1035-1055, June.
- Hillier, Grant H., 1985. "On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation," Econometric Theory, Cambridge University Press, vol. 1(01), pages 53-72, April.
More about this item
KeywordsLIML; Two state least squares; density function;
StatisticsAccess and download statistics
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