Title of article
The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
Author/Authors
Giovanni Forchini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
7
From page
117
To page
123
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.
Keywords
Just-identified structural equation , Elliptical distributions , TSLS estimator , exact distribution
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436198
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