Exact distribution theory in structural estimation with an identity (Record no. 164577)
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| fixed length control field | 01660nam a22002417a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20240327092546.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 240327b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | MSU |
| Language of cataloging | English |
| Transcribing agency | MSU |
| Description conventions | rda |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HB139.T52 ECO |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Phillips, Peter C.B. |
| Relator term | author |
| 245 10 - TITLE STATEMENT | |
| Title | Exact distribution theory in structural estimation with an identity |
| Statement of responsibility, etc. | by Peter C. B. Phillips |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2009 |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Source | rdamedia |
| Media type term | unmediated |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Source | rdacarrier |
| Carrier type term | volume |
| Carrier type code | nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE | |
| Title | Econometric Theory |
| Volume/sequential designation | Volume 25, number 4 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Some exact distribution theory is developed for structural equation models with and without identities. The theory includes LIML, IV, and OLS. We relate the new results to earlier studies in the literature, including the pioneering work of Bergstrom (1962). General IV exact distribution formulas for a structural equation model without an identity are shown to apply also to models with an identity by specializing along a certain asymptotic parameter sequence. Some of the new exact results are obtained by means of a uniform asymptotic expansion. An interesting consequence of the new theory is that the uniform asymptotic approximation provides the exact distribution of the OLS estimator in the model considered by Bergstrom (1962). This example appears to be the first instance in the statistical literature of a uniform approximation delivering an exact expression for a probability density. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Exact distribution |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Identity |
| 856 ## - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | 10.1017/S0266466608090361 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | Journal Article |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Home library | Current library | Shelving location | Date acquired | Serial Enumeration / chronology | Total Checkouts | Full call number | Date last seen | Copy number | Price effective from | Koha item type | Public note |
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| Library of Congress Classification | Main Library | Main Library | Journal Article | 22/10/2010 | vol. 25, no. 4 (958-984) | HB139.T52 ECO | 27/03/2024 | SP3259 | 27/03/2024 | Journal Article | For in house use |