The exact distribution of exogenous variable coefficient estimators

Publisher Website

31 December 1984

journal article
Published by Elsevier in Journal of Econometrics

Vol. 26 (3), 387-398
https://doi.org/10.1016/0304-4076(84)90028-9

Abstract

No abstract available

Keywords

This publication has 6 references indexed in Scilit:

The Exact Distribution of LIML: I
International Economic Review, 1984
Chapter 8 Exact small sample theory in the simultaneous equations model
Handbook of Econometrics, 1983
Exact Density Functions and Approximate Critical Regions for Likelihood Ratio Identifiability Test Statistics
Econometrica, 1981
The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
Econometrica, 1980
Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
Annals of the Institute of Statistical Mathematics, 1979
Normal Multivariate Analysis and the Orthogonal Group
The Annals of Mathematical Statistics, 1954

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