The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation

G Forchini

doi:10.1016/j.econlet.2006.09.022

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The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation

Journal article

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The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation

G Forchini

ECONOMICS LETTERS, Vol.95(1), pp.117-123

01/04/2007

DOI: https://doi.org/10.1016/j.econlet.2006.09.022

Abstract

Social Sciences

Economics

Business & Economics

ECONOMICS

TSLS estimator

exact distribution

just-identified structural equation

elliptical distributions

INSTRUMENTAL VARIABLE ESTIMATOR

SMALL SAMPLE PROPERTIES

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Title: The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
Creators: G Forchini
Publication Details: ECONOMICS LETTERS, Vol.95(1), pp.117-123
Publisher: ELSEVIER SCIENCE SA
Date published: 01/04/2007
Date submitted: 03/04/2012
Identifiers: 99512245802346
Academic Unit: School of Economics
Language: English
Resource Type: Journal article

The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation

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