Article ID Journal Published Year Pages File Type
5062482 Economics Letters 2007 7 Pages PDF
Abstract

This paper studies the exact distribution of the TSLS estimator in a just-identified linear structural equation with one endogenous variable when the errors are in the family of elliptical distributions.

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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
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