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Recommended Readings

Anderson, T.W., N. Kunitomo and T. Sawa (1982), “Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator,”Econometrica, Vol. 50, 1009-1027.

Anderson, T.W., N. Kunitomo, and Y. Matsushita (2008), “On Finite
Sample Properties of Alternative Estimators of Coefficients in a Struc22
tural Equation with Many Instruments,” Discussion Paper CIRJE-F-577,
Graduate School of Economics, University of Tokyo
( forthcoming in Journal of Econometrics.

Anderson, T.W., and Takamitsu Sawa (1982), “Exact and approximate distributions of the maximum likelihood estimator of a slope coefficient,” Journal of Royal Statistical Society, B, Vol. 44, 52-62.

Phillips, P.C.B. (1984), “The exact distribution of LIML: I,” International Economic Review, Vol.25-1, 249-261.

Phillips, P.C.B. (1985), “The exact distribution of LIML: II,” International .Economic Review, Vol.26-1, 21-36

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