If there are exogenous manifest variables in the linear structural equation model, then there is a one-to-one relationship between the given covariances and corresponding estimates in the central ...

This paper is devoted to a detailed examination of the exact sampling properties of the instrumental variables (IV) estimator of the vector of coefficients on the exogenous variables in a single ...

This is a preview. Log in through your library . Abstract This paper derives the exact probability density function of instrumental variable estimators of the coefficient vector of the endogenous ...