Approximations to the Distribution Functions of the Ordinary Least Squares and Two-Stage Least Squares Estimators in the Case of Two Included Endogenous Variables
This paper deals with single-equation estimators in a simultaneous system of linear stochastic equations and approximates the distribution function of the two-stage least-squares estimators up to terms whose order of magnitude is $1/\sqrt{N}$, where N is the sample size. For fixed N, an approximatio...
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1973
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/56 |
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