Add to ORKGWe derive general formulae for the asymptotic distribution of the LIML estimator for the coefficients of both endogenous and exogenous variables in a partially identified linear structural equation. We extend previous results of Phillips (1989) and Choi and Phillips (1992) where the focus was on IV estimators. We show that partial failure of identification affects the LIML in that its moments do not exist even asymptotically
Cragg and Donald (1996) have pointed out that the asymptotic size of tests for overidentifying restr...
The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied ...
In practice structural equations are often estimated by least-squares, thus neglecting any simultane...
We derive general formulae for the asymptotic distribution of the LIML estimator for the coefficient...
General formula for the finite sample and asymptotic distributions of the instrumental variable estim...
We consider the estimation of the coefficients of a linear structural equation in a simultaneous equ...
SUMMARY. In this paper we consider the general problem of estimation and inference in stochastic sim...
We consider the estimation of the coefficients of a linear structural equation in a simultaneous equ...
We consider the estimation of the coefficients of a linear structural equation in a si-multaneous eq...
This paper derives the exact probability density function of the limited information maximum likelih...
We compare four different estimation methods for the coefficients of a linear structural equation wi...
In the context of a single linear structural equation under classical assumptions, we derive the joi...
We investigate the finite sample and asymptotic properties of several estimation methods (Within-Gro...
We consider the estimation of coefficients of a structural equation with many instrumental variables...
We compare four different estimation methods for the coefficients of a linear structural equation wi...
Cragg and Donald (1996) have pointed out that the asymptotic size of tests for overidentifying restr...
The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied ...
In practice structural equations are often estimated by least-squares, thus neglecting any simultane...
We derive general formulae for the asymptotic distribution of the LIML estimator for the coefficient...
General formula for the finite sample and asymptotic distributions of the instrumental variable estim...
We consider the estimation of the coefficients of a linear structural equation in a simultaneous equ...
SUMMARY. In this paper we consider the general problem of estimation and inference in stochastic sim...
We consider the estimation of the coefficients of a linear structural equation in a simultaneous equ...
We consider the estimation of the coefficients of a linear structural equation in a si-multaneous eq...
This paper derives the exact probability density function of the limited information maximum likelih...
We compare four different estimation methods for the coefficients of a linear structural equation wi...
In the context of a single linear structural equation under classical assumptions, we derive the joi...
We investigate the finite sample and asymptotic properties of several estimation methods (Within-Gro...
We consider the estimation of coefficients of a structural equation with many instrumental variables...
We compare four different estimation methods for the coefficients of a linear structural equation wi...
Cragg and Donald (1996) have pointed out that the asymptotic size of tests for overidentifying restr...
The asymptotic distribution of the Nagar bias-adjusted two-stage-least-squares estimator is studied ...
In practice structural equations are often estimated by least-squares, thus neglecting any simultane...