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Journal of the American Statistical Association Volume 74, 1979 - Issue 368
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Theory and Method

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

Roberto S. Mariano Department of Economics, University of Pennsylvania, Philadelphia, PA, 19174, USA
&
James B. McDonald Department of Economics, Brigham Young University, Provo, UT, 84601, USA
Pages 847-848 | Received 01 Dec 1977, Published online: 05 Apr 2012

References

  • Basmann , R. L. 1963 . “Remarks Concerning the Application of Exact Finite Sample Distribution Functions of GCL Estimators in Econometric Statistical Inference” . Journal of the American Statistical Association , 58 : 943 – 976 .
  • Basmann , R. L. 1974 . “Exact Finite Sample Distributions for Some Econometric Estimators and Test Statistics: A Survey and Appraisal” . In Frontiers of Quantitative Economics , Edited by: Intriligator , M. D. and Kendrick , D. A. Vol. 2 , Amsterdam : North Holland Publishing Co. .
  • Basmann , R. L. , Brown , F. L. , Dawes , W. S. and Schoepfle , G. K. 1971 . “Exact Finite Sample Density Functions of GCL Estimators of Structural Coefficients in a Leading Exactly Identifiable Case” . Journal of the American Statistical Association , 66 : 122 – 126 .
  • Fieller , E. C. 1932 . “The Distribution of the Index in a Normal Bivariate Population” . Biometrica , 24 : 428 – 440 .
  • Kabe , D. G. 1963 . “A Note on the Exact Distributions of the GCL Estimators in Two Leading Overidentified Cases” . Journal of the American Statistical Association , 58 : 533 – 537 .
  • Mariano , Roberto S. 1973 . “Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least Squares Estimators in the Case of Two Included Endogenous Variables” . Econometrica , 41 : 67 – 77 .
  • Mariano , Roberto S. and Sawa , Takamitsu . 1972 . “The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables” . Journal of the American Statistical Association , 67 : 159 – 163 .
  • Rainville , E. D. 1963 . Special Functions , New York : Macmillan .
  • Richardson , David H. 1968 . “The Exact Distribution of a Structural Coefficient Estimator” . Journal of the American Statistical Association , 63 : 1214 – 1226 .
  • Sawa , T. 1969 . “The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators” . Journal of the American Statistical Association , 64 : 923 – 937 .

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