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On the bimodality of the exact distribution of the TSLS estimator

Forchini, Giovanni - 2005

Persistent link: https://www.econbiz.de/10003042577

On the bimodality of the exact distribution of the TSLS estimators

Forchini, Giovanni - In: Econometric theory 22 (2006) 5, pp. 932-946

Persistent link: https://www.econbiz.de/10003379115

The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identification

Forchini, Giovanni - In: Economics letters 105 (2009) 1, pp. 49-52

Persistent link: https://www.econbiz.de/10003899350

TSLS and LIML estimators in panels with unobserved shocks

Forchini, Giovanni; Jiang, Bin; Peng, Bin - In: Econometrics : open access journal 6 (2018) 2, pp. 1-12

The properties of the two stage least squares (TSLS) and limited information maximum likelihood (LIML) estimators in panel data models where the observables are affected by common shocks, modelled through unobservable factors, are studied for the case where the time series dimension is fixed. We...

Persistent link: https://www.econbiz.de/10011823348

The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Forchini, Giovanni; Jiang, Bin - In: Econometric reviews 38 (2019) 2, pp. 208-247

Persistent link: https://www.econbiz.de/10012180730

Conditional inference for possibly unidentified structural equations

Forchini, Giovanni; Hillier, Grant H. - In: Econometric theory 19 (2003) 5, pp. 707-743

Persistent link: https://www.econbiz.de/10001802798

Conditional inference for possibly unidentified structural equations

Forchini, Giovanni; Hillier, Grant H. - 1999

Persistent link: https://www.econbiz.de/10001415407