Home>Publications>Econometrica>The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
This paper contains the derivation of the exact finite sample distribution function of the LIML identifiability test statistic associated with an overidentified nondynamic structural equation which contains two endogenous variables. Some of the properties of the moments of this statistic are also investigated.
MLA
McDonald, James B.. “The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic.” Econometrica, vol. 40, .no 6, Econometric Society, 1972, pp. 1109-1119, https://www.jstor.org/stable/1913858
Chicago
McDonald, James B.. “The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic.” Econometrica, 40, .no 6, (Econometric Society: 1972), 1109-1119. https://www.jstor.org/stable/1913858
APA
McDonald, J. B. (1972). The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic. Econometrica, 40(6), 1109-1119. https://www.jstor.org/stable/1913858
The Executive Committee of the Econometric Society has approved an increase in the submission fees for papers in Econometrica. Starting January 1, 2025, the fee for new submissions to Econometrica will be US$125 for regular members and US$50 for student members.
By clicking the "Accept" button or continuing to browse our site, you agree to first-party and session-only cookies being stored on your device. Cookies are used to optimize your experience and anonymously analyze website performance and traffic.
