A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient Estimators in the Exactly Identified Case
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...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1979
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/156 |
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