# The Exact Distribution of LIML: II

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Peter Phillips, 2010.
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**Two New Zealand pioneer econometricians**," New Zealand Economic Papers, Taylor & Francis Journals, pages 1-26. - Chao, John C. & Phillips, Peter C. B., 2002.
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**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, pages 251-283.- Kleibergen, F.R. & Paap, R., 1998.
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**Priors, posteriors and Bayes factors for a Bayesian analysis of cointegration**," Econometric Institute Research Papers EI 9821, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Kleibergen, F.R. & Paap, R., 1998.
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- Dufour, J.M., 2001.
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**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- DUFOUR, Jean-Marie, 2001.
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**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques. - Jean-Marie Dufour, 2001.
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**Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie**," CIRANO Working Papers 2001s-40, CIRANO.

- DUFOUR, Jean-Marie, 2001.
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- Jean-Marie Dufour, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," CIRANO Working Papers 2003s-49, CIRANO. - T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2009.
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**The Limited Information Maximum Likelihood Estimator as an Angle**," CIRJE F-Series CIRJE-F-619, CIRJE, Faculty of Economics, University of Tokyo. - Phillips, Peter C. B., 1988.
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**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, pages 341-348. - Jean-Marie Dufour, 2003.
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**Identification, weak instruments, and statistical inference in econometrics**," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.- Jean-Marie Dufour, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," CIRANO Working Papers 2003s-49, CIRANO. - DUFOUR, Jean-Marie, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques. - DUFOUR, Jean-Marie, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

- Jean-Marie Dufour, 2003.
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- repec:eee:econom:v:199:y:2017:i:2:p:96-116 is not listed on IDEAS
- Rodrigo Alfaro, 2008.
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**Higher Order Properties of the Symmetricallr Normalized Instrumental Variable Estimator**," Working Papers Central Bank of Chile 500, Central Bank of Chile. - Dufour, Jean-Marie, 2001.
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**Logique et tests d’hypothèses**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin. - Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, pages 808-837. - Forchini, Giovanni, 2010.
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**The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation**," Econometric Theory, Cambridge University Press, pages 917-930.- Giovanni Forchini, 2006.
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**The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation**," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.

- Giovanni Forchini, 2006.
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- Phillips, Peter C.B., 2006.
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**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, pages 947-960.- Peter C. B. Phillips, 2005.
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**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips, 2005.
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- Chirok Han & Peter C. B. Phillips, 2006.
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**GMM with Many Moment Conditions**," Econometrica, Econometric Society, pages 147-192.- Benjamin E. Hermalin and Michael L. Katz., 1990.
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**Moral Hazard and Verifiability: The Effects of Renegotiation in Agency**," Economics Working Papers 90-141, University of California at Berkeley. - Hermalin, Benjamin E. & Katz, Michael L., 1990.
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**Moral Hazard and Verifiability: The Effects of Renegotiation in Agency**," Department of Economics, Working Paper Series qt1678w3w9, Department of Economics, Institute for Business and Economic Research, UC Berkeley.

- Benjamin E. Hermalin and Michael L. Katz., 1990.
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- Phillips, Peter C. B., 1988.
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**Conditional and unconditional statistical independence**," Journal of Econometrics, Elsevier, pages 341-348.- Peter C.B. Phillips, 1987.
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**Conditional and Unconditional Statistical Independence**," Cowles Foundation Discussion Papers 824R, Cowles Foundation for Research in Economics, Yale University, revised Dec 1987.

- Peter C.B. Phillips, 1987.
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- Phillips, Peter C B, 1994.
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**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Econometrica, Econometric Society, pages 73-93.- Peter C.B. Phillips, 1992.
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**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, 1992.
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- Douglas Staiger & James H. Stock, 1994.
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**Instrumental Variables Regression with Weak Instruments**," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc. - Chao, John C. & Phillips, Peter C. B., 2002.
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**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, pages 251-283.- John C. Chao & Peter C.B. Phillips, 1998.
"
**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Peter C.B. Phillips, 1998.
"
- Phillips, Peter C.B. & Magdalinos, Tassos, 2013.
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**Inconsistent Var Regression With Common Explosive Roots**," Econometric Theory, Cambridge University Press, pages 808-837.- Peter C.B. Phillips & Tassos Magdalinos, 2011.
"
**Inconsistent VAR Regression with Common Explosive Roots**," Cowles Foundation Discussion Papers 1777, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips & Tassos Magdalinos, 2011.
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- Grant H. Hillier, 1987.
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**Joint Distribution Theory for Some Statistics Based on LIML and TSLS**," Cowles Foundation Discussion Papers 840, Cowles Foundation for Research in Economics, Yale University. - Gorkem Celik & Michael Peters, 2016.
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**Reciprocal relationships and mechanism design**," Canadian Journal of Economics, Canadian Economics Association, pages 374-411.- Marmer, Vadim & Sakata, Shinichi, 2011.
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**Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction**," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.

- Marmer, Vadim & Sakata, Shinichi, 2011.
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- Peter C.B. Phillips, 1983.
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**Finite Sample Econometrics Using ERA's**," Cowles Foundation Discussion Papers 683, Cowles Foundation for Research in Economics, Yale University. - Chao, John & Swanson, Norman R., 2007.
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**Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction**," Journal of Econometrics, Elsevier, pages 515-555.- John Chao & Norman Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction**," Departmental Working Papers 200315, Rutgers University, Department of Economics. - John Chao & Norman R. Swanson, 2003.
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**Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction**," Cowles Foundation Discussion Papers 1418, Cowles Foundation for Research in Economics, Yale University. - John C. Chao & Norman Rasmus Swanson, 2004.
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**Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction**," Yale School of Management Working Papers ysm375, Yale School of Management.

- John Chao & Norman Swanson, 2003.
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- Chao, J. C. & Phillips, P. C. B., 1998.
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**Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior**," Journal of Econometrics, Elsevier, pages 49-86. - Douglas Staiger & James H. Stock, 1997.
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**Instrumental Variables Regression with Weak Instruments**," Econometrica, Econometric Society, pages 557-586. - Chirok Han & Peter C. B. Phillips, 2006.
"
**GMM with Many Moment Conditions**," Econometrica, Econometric Society, pages 147-192.- Peter C. B. Phillips & Chirok Han, 2004.
"
**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society. - Chirok Han & Peter C.B. Phillips, 2005.
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**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2004.
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- Hillier, Grant & Kan, Raymond & Wang, Xiaolu, 2009.
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**Computationally Efficient Recursions For Top-Order Invariant Polynomials With Applications**," Econometric Theory, Cambridge University Press, pages 211-242. - David F. Hendry & Peter C.B. Phillips, 2017.
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**John Denis Sargan at the London School of Economics**," Cowles Foundation Discussion Papers 2082, Cowles Foundation for Research in Economics, Yale University. - Oliver Linton & Kyungchul Song & Yoon-Jae Whang, 2008.
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**Bootstrap Tests of Stochastic Dominance with AsymptoticSimilarity on the Boundary**," STICERD - Econometrics Paper Series 527, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
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**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. - Linton, Oliver & Song, Kyungchul & Whang, Yoon-Jae, 2008.
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**Bootstrap tests of stochastic dominance with asymptotic similarity on the boundary**," LSE Research Online Documents on Economics 25092, London School of Economics and Political Science, LSE Library. - Oliver Linton1 & Kyungchul Song & Yoon-Jae Whang, 2008.
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**Bootstrap Tests of Stochastic Dominance with Asymptotic Similarity on the Boundary**," PIER Working Paper Archive 08-006, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

- Grant Hillier & Raymond Kan & Xiaolu Wang, 2008.
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- John C. Chao & Peter C.B. Phillips, 1996.
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**Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior**," Cowles Foundation Discussion Papers 1137, Cowles Foundation for Research in Economics, Yale University. - Peter Phillips, 2010.
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**Two New Zealand pioneer econometricians**," New Zealand Economic Papers, Taylor & Francis Journals, pages 1-26.- Peter C.B. Phillips, 2010.
"
**Two New Zealand Pioneer Econometricians**," Cowles Foundation Discussion Papers 1750, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 2010.
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- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
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**Structural inference from reduced forms with many instruments**," Journal of Econometrics, Elsevier, pages 96-116.- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
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**Structural Inference from Reduced Forms with Many Instruments**," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.

- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
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