The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
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Forchini, G (2007) The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation ECONOMICS LETTERS, 95 (1). 117 - 123. ISSN 0165-1765
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Official URL: http://dx.doi.org/10.1016/j.econlet.2006.09.022
| Item Type: | Article |
|---|---|
| Additional Information: | NOTICE: this is the author’s version of a work that was accepted for publication in Economics Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Economics Letters, 95 (1), April 2007, DOI 10.1016/j.econlet.2006.09.022. |
| Uncontrolled Keywords: | Social Sciences, Economics, Business & Economics, TSLS estimator, exact distribution, just-identified structural equation, elliptical distributions, INSTRUMENTAL VARIABLE ESTIMATOR, SMALL SAMPLE PROPERTIES |
| Divisions: | Faculty of Business, Economics and Law > Economics |
| ID Code: | 430836 |
| Deposited By: | Symplectic Elements |
| Deposited On: | 16 May 2012 19:28 |
| Last Modified: | 08 Jun 2013 14:56 |
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