Back to search

The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables

Data up to Jan 2025

Published1980
Citations103
References15

Total Citations Per Year

Abstract

References (15)

Distributions in Statistics: Continuous Multivariate Distributions.

1973 • 1,629 citations

Distributions of Matrix Variates and Latent Roots Derived from Normal Samples

1964 • 1,387 citations

Bessel Functions of Matrix Argument

1955 • 487 citations

Zonal Polynomials of the Real Positive Definite Symmetric Matrices

1961 • 152 citations

Economic Estimators and the Edgeworth Approximation

1977 • 147 citations

The Exact Distribution of a Structural Coefficient Estimator

1968 • 127 citations

Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory

1979 • 124 citations

Invariant polynomials with two matrix arguments, extending the zonal polynomials

1980 • 93 citations

A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified Cases

1961 • 91 citations

The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

1972 • 53 citations

A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System

1979 • 44 citations

Expressions for some hypergeometric functions of matrix argument with applications

1975 • 32 citations

The Exact Mean of the Two-Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables

1974 • 30 citations

Asymptotic expansions for distributions of latent roots in multivariate analysis

1976 • 29 citations

Exact Finite Sample Density Functions of GCL Estimators of Structural Coefficients in a Leading Exactly Identifiable Case

1971 • 11 citations

Cited By (0)

Loading...