{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,7,26]],"date-time":"2025-07-26T09:27:45Z","timestamp":1753522065286,"version":"3.38.0"},"reference-count":42,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":8966,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econ Theory"],"published-print":{"date-parts":[[1986,4]]},"abstract":"<jats:p>This paper examines the sensitivity of the distributions of OLS and 2SLS estimators to the assumption of normality of disturbances in a structural equation with two included endogenous variables. The approach taken is that ofimposing Edgeworth distributed errors on the reduced form equations and deriving the pdf of the estimators via the technique of Davis [11]. The sensitivity of the pdf s to changes in the non-normality parameters, i.e., skewness and kurtosis i s examined via extensive numerical computations.<\/jats:p>","DOI":"10.1017\/s0266466600011385","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:14:39Z","timestamp":1287393279000},"page":"75-106","source":"Crossref","is-referenced-by-count":14,"title":["Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators"],"prefix":"10.1017","volume":"2","author":[{"given":"John L.","family":"Knight","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"key":"S0266466600011385_ref023","first-page":"40","volume-title":"Non-Normality of disturbances and the k-class structural estimator","author":"Knight","year":"1981"},{"volume-title":"The joint characteristic function of linear and quadratic forms of non-normal variables","year":"1985","author":"Knight","key":"S0266466600011385_ref025"},{"key":"S0266466600011385_ref028","unstructured":". Phillips, P.C.B. Small sample distribution theory in econometric models of simultaneous equations. Cowles Foundation Discussion Paper No. 617, Yale University, 1982."},{"key":"S0266466600011385_ref019","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/36.3-4.426"},{"key":"S0266466600011385_ref024","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90043-0"},{"key":"S0266466600011385_ref030","doi-asserted-by":"publisher","DOI":"10.2307\/2648878"},{"key":"S0266466600011385_ref020","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1980.10477488"},{"key":"S0266466600011385_ref033","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(81)90033-6"},{"key":"S0266466600011385_ref003","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177732977"},{"key":"S0266466600011385_ref042","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(83)90053-2"},{"key":"S0266466600011385_ref014","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/59.2.463"},{"key":"S0266466600011385_ref006","doi-asserted-by":"publisher","DOI":"10.1017\/S0305004100013311"},{"volume-title":"Confluent Hypergeometric Functions","year":"1960","author":"Slater","key":"S0266466600011385_ref037"},{"key":"S0266466600011385_ref013","first-page":"207","article-title":"On the distribution of Hotelling's one sample T2 under moderate non-normality","volume":"19","author":"Davis","year":"1982","journal-title":"Journal of Applied Probability"},{"key":"S0266466600011385_ref027","doi-asserted-by":"publisher","DOI":"10.2307\/1912937"},{"key":"S0266466600011385_ref022","unstructured":". King, M. L. Small sample properties of econometric estimators and tests assuming elliptically symmetric disturbances. Working Paper No. 15\/80, Department of Econometrics and Operations Research, Monash University, 1980."},{"key":"S0266466600011385_ref018","doi-asserted-by":"crossref","first-page":"178","DOI":"10.2307\/2983669","article-title":"The distribution of Student's ratio for non-normal samples. Supplement to the","volume":"3","author":"Geary","year":"1936","journal-title":"Journal of the Royal Statistical Society"},{"key":"S0266466600011385_ref026","unstructured":". Knight, J. L. Non-normal disturbances and the distribution of the Durbin-Watson Statistic. Paper presented at the European Meeting of the Econometric Society, Pisa, September 1983."},{"key":"S0266466600011385_ref009","unstructured":". Chandra, R. 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