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

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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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, ECONOMICS, TSLS estimator, exact distribution, just-identified structural equation, elliptical distributions, INSTRUMENTAL VARIABLE ESTIMATOR, SMALL SAMPLE PROPERTIES
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Divisions: Faculty of Business, Economics and Law > Economics
Depositing User: Symplectic Elements
Date Deposited: 16 May 2012 18:28
Last Modified: 09 Jun 2014 13:18
URI: http://epubs.surrey.ac.uk/id/eprint/430836

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