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Details for article 1 of 19 found articles
| Title: |
Additional approximations to the distribution of a structural coefficient estimator for the case of two included endogenous variables |
| Author: |
Silver, J. Lew Ali, Mukhtar |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 14 (1985) nr. 6 pages 1269-1282 |
| Year: |
1985 |
| Contents: |
Four new approximations t o the exact distribution of the two-stage l e a s t squares estimator of astructuralcoefficient for the case of two included endogeneous variables are introduced and compared with the others in the literatur e . Two of the new approximations are based on the Pearson distribution and are found to be adequate throughout the parameter space. A normal approximation using exact moments and an approximation based on the saddlepoint method (Holly and Phillips,1979) are found to be poor for a wide range of parameter values. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 1 of 19 found articles
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