{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2022,4,5]],"date-time":"2022-04-05T05:18:53Z","timestamp":1649135933153},"reference-count":21,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,10,7]],"date-time":"2009-10-07T00:00:00Z","timestamp":1254873600000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2010,6]]},"abstract":"<jats:p>We derive a closed-form expression for the asymptotic distribution of the LIML estimator for the coefficients of both endogenous and exogenous variables in a partially identified linear structural equation. We extend previous results of Phillips (1989) and Choi and Phillips (1992), where the focus was on IV estimators. We show that partial failure of identification affects the LIML in that its moments do not exist even asymptotically.<\/jats:p>","DOI":"10.1017\/s0266466609990156","type":"journal-article","created":{"date-parts":[[2009,10,7]],"date-time":"2009-10-07T09:26:47Z","timestamp":1254907607000},"page":"917-930","source":"Crossref","is-referenced-by-count":1,"title":["THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION"],"prefix":"10.1017","volume":"26","author":[{"given":"Giovanni","family":"Forchini","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,10,7]]},"reference":[{"key":"S0266466609990156_ref20","doi-asserted-by":"publisher","DOI":"10.2307\/2171753"},{"key":"S0266466609990156_ref19","volume-title":"Confluent Hypergeometric Functions","author":"Slater","year":"1960"},{"key":"S0266466609990156_ref17","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012408"},{"key":"S0266466609990156_ref14","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(84)90028-9"},{"key":"S0266466609990156_ref13","doi-asserted-by":"crossref","first-page":"449","DOI":"10.1016\/S1573-4412(83)01012-0","volume-title":"Handbook of Econometrics","author":"Phillips","year":"1983"},{"key":"S0266466609990156_ref12","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316559"},{"key":"S0266466609990156_ref11","volume-title":"Special Functions and Their Applications","author":"Lebedev","year":"1972"},{"key":"S0266466609990156_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90035-5"},{"key":"S0266466609990156_ref4","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90032-M"},{"key":"S0266466609990156_ref15","doi-asserted-by":"publisher","DOI":"10.2307\/2648878"},{"key":"S0266466609990156_ref3","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2005.00632.x"},{"key":"S0266466609990156_ref2","doi-asserted-by":"publisher","DOI":"10.2307\/2951662"},{"key":"S0266466609990156_ref1","doi-asserted-by":"publisher","DOI":"10.2307\/1912774"},{"key":"S0266466609990156_ref18","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600009373"},{"key":"S0266466609990156_ref9","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600010999"},{"key":"S0266466609990156_ref8","doi-asserted-by":"crossref","first-page":"391","DOI":"10.1016\/S1573-4412(83)01011-9","volume-title":"Handbook of Econometrics","volume":"1","author":"Hausman","year":"1983"},{"key":"S0266466609990156_ref10","first-page":"117","volume-title":"Models, Methods and Applications of Econometrics. Essays in Honor of A.R. Bergstroms","author":"Hillier","year":"1993"},{"key":"S0266466609990156_ref5","doi-asserted-by":"crossref","unstructured":"Forchini G. . (2008) The Asymptotic Distribution of the LIML Estimator in a Partially Identified Structural Equation. Available at http:\/\/www.personal.buseco.monash.edu.au\/~forchini\/AsymLIML.pdf.","DOI":"10.1017\/S0266466609990156"},{"key":"S0266466609990156_ref16","doi-asserted-by":"publisher","DOI":"10.2307\/2526524"},{"key":"S0266466609990156_ref7","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-0262.2006.00652.x"},{"key":"S0266466609990156_ref21","doi-asserted-by":"publisher","DOI":"10.1111\/1468-0262.00151"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466609990156","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,28]],"date-time":"2019-04-28T19:37:13Z","timestamp":1556480233000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466609990156\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009,10,7]]},"references-count":21,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2010,6]]}},"alternative-id":["S0266466609990156"],"URL":"https:\/\/doi.org\/10.1017\/s0266466609990156","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2009,10,7]]}}}