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
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
Journal title :
Economics Letters
