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Volumn 22, Issue 5, 2006, Pages 932-946

On the bimodality of the exact distribution of the TSLS estimator

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EID: 33749348918     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466606060427     Document Type: Article
Times cited : (14)

References (14)
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    • Bekker, P.A.1
  • 2
    • 27744480498 scopus 로고    scopus 로고
    • Consistent estimation with a large number of weak instruments
    • Chao, J.C. & N.R. Swanson (2005) Consistent estimation with a large number of weak instruments. Econometrica 73, 1673-1692.
    • (2005) Econometrica , vol.73 , pp. 1673-1692
    • Chao, J.C.1    Swanson, N.R.2
  • 3
    • 33645030504 scopus 로고    scopus 로고
    • GMM with many moment conditions
    • Han, C. & P.C.B. Phillips (2006) GMM with many moment conditions. Econometrica 74, 147-192.
    • (2006) Econometrica , vol.74 , pp. 147-192
    • Han, C.1    Phillips, P.C.B.2
  • 4
    • 0011408454 scopus 로고
    • On the normalization of structural equations: Properties of direction estimators
    • Hillier, G.H. (1990) On the normalization of structural equations: Properties of direction estimators. Econometrica 58, 1181-1194.
    • (1990) Econometrica , vol.58 , pp. 1181-1194
    • Hillier, G.H.1
  • 5
    • 33749339051 scopus 로고    scopus 로고
    • Yet more on the exact properties of IV estimators
    • this issue
    • Hillier, G.H. (2006) Yet more on the exact properties of IV estimators. Econometric Theory 22, 913-931 (this issue).
    • (2006) Econometric Theory , vol.22 , pp. 913-931
    • Hillier, G.H.1
  • 6
    • 33749339305 scopus 로고    scopus 로고
    • The asymptotic and finite sample distributions of OLS and IV in simultaneous equations
    • Kiviet, J.F. & J. Niemczyk (2005) The Asymptotic and Finite Sample Distributions of OLS and IV in Simultaneous Equations. UVA Econometrics, Discussion paper 2005/01.
    • (2005) UVA Econometrics, Discussion Paper , vol.2005 , Issue.1
    • Kiviet, J.F.1    Niemczyk, J.2
  • 7
    • 0012893959 scopus 로고
    • On the exact small sample distribution of the instrumental variable estimator
    • Maddala, G.S. & J. Jeong (1992) On the exact small sample distribution of the instrumental variable estimator. Econometrica 60, 181-183.
    • (1992) Econometrica , vol.60 , pp. 181-183
    • Maddala, G.S.1    Jeong, J.2
  • 8
    • 0001357611 scopus 로고
    • Some further results on the small sample properties of the instrumental variable estimator
    • Nelson, C.R. & R. Startz (1990) Some further results on the small sample properties of the instrumental variable estimator. Econometrica 58, 967-976.
    • (1990) Econometrica , vol.58 , pp. 967-976
    • Nelson, C.R.1    Startz, R.2
  • 9
    • 0000200220 scopus 로고
    • The exact distribution of instrumental variable estimators in an equation containing n + 1 endogenous variables
    • Phillips, P.C.B. (1980) The exact distribution of instrumental variable estimators in an equation containing n + 1 endogenous variables. Econometrica 48, 861-878.
    • (1980) Econometrica , vol.48 , pp. 861-878
    • Phillips, P.C.B.1
  • 10
    • 33645758201 scopus 로고
    • Exact small sample theory in the simultaneous equations model
    • Z. Griliches & M.D. Intriligator (eds.). North-Holland
    • Phillips, P.C.B. (1983) Exact small sample theory in the simultaneous equations model. In Z. Griliches & M.D. Intriligator (eds.), Handbook of Econometrics, vol. 1, pp. 449-516. North-Holland.
    • (1983) Handbook of Econometrics , vol.1 , pp. 449-516
    • Phillips, P.C.B.1
  • 11
    • 33749361562 scopus 로고    scopus 로고
    • A remark on bimodality and weak instrumentation in structural equation estimation
    • this issue
    • Phillips, P.C.B. (2006) A remark on bimodality and weak instrumentation in structural equation estimation. Econometric Theory 22, 947-960 (this issue).
    • (2006) Econometric Theory , vol.22 , pp. 947-960
    • Phillips, P.C.B.1
  • 14
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    • More results on the exact small sample properties of the instrumental variable estimator
    • Woglom, G. (2001) More results on the exact small sample properties of the instrumental variable estimator. Econometrica 69, 1381-1389.
    • (2001) Econometrica , vol.69 , pp. 1381-1389
    • Woglom, G.1


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