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Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients

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  • Mariano, Roberto S

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  • Mariano, Roberto S, 1977. "Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients," Econometrica, Econometric Society, vol. 45(2), pages 487-496, March.
  • Handle: RePEc:ecm:emetrp:v:45:y:1977:i:2:p:487-96
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    Cited by:

    1. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July.
    2. Phillips, Peter C B, 1985. "The Exact Distribution of LIML: II," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 26(1), pages 21-36, February.
    3. Peter C.B. Phillips, 1982. "On the Exact Distribution of LIML (revised and extended, see CFDP 658)," Cowles Foundation Discussion Papers 626, Cowles Foundation for Research in Economics, Yale University.
    4. Kenneth A. Bollen & Daniel J. Bauer, 2004. "Automating the Selection of Model-Implied Instrumental Variables," Sociological Methods & Research, , vol. 32(4), pages 425-452, May.
    5. Christopher R. Walters, 2015. "Inputs in the Production of Early Childhood Human Capital: Evidence from Head Start," American Economic Journal: Applied Economics, American Economic Association, vol. 7(4), pages 76-102, October.
    6. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics.
    7. Jarque, C.M. & McKenzie, C.R., 1995. "Testing for multivariate normality in simultaneous equations models," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 39(3), pages 323-328.

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