The asymptotic distribution of the LIML estimator in a partially identified structural equation Forchini, Giovanni 10.4225/03/59fbb4361899c https://bridges.monash.edu/articles/journal_contribution/The_asymptotic_distribution_of_the_LIML_estimator_in_a_partially_identified_structural_equation/5566975 We derive general formulae 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. 2017-11-03 00:11:32 LIML estimator Partial Identification Linear structural equation Asymptotic distribution 2006 1959.1/38907 monash:7221