A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient Estimators in the Exactly Identified Case

• المؤلفون الرئيسيون: Mariano, Roberto S., McDonald, J. B.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 1979
• الموضوعات: Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/156

Many alternative techniques of estimating coefficients appearing in the structural representation of econometric models have been developed. The techniques of two-stage least squares (2SLS) and limited information maximum likelihood (LIML) yield identical estimates in the exactly identified case. Th...