Exact Distribution Theory In Structural Estimation With An Identity
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Other versions of this item:
- Peter C.B. Phillips, 2007. "Exact Distribution Theory in Structural Estimation with an Identity," Cowles Foundation Discussion Papers 1613, Cowles Foundation for Research in Economics, Yale University.
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Cited by:
- Jan F. Kiviet, 2013.
"Identification and inference in a simultaneous equation under alternative information sets and sampling schemes,"
Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
- Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
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JEL classification:
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
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