Sample sizes

Normal Exogenous Variables

Uniform Exogenous Variables

Exact

Over

Exact

Over

10

OLS\2SLS

FIML

OLS

2SLS

20

2SLS

FIML

OLS

2SLS\3SLS

30

OLS

2SLS

OLS

2SLS

50

2SLS

2SLS

2SLS

FIML

100

2SLS

2SLS\3SLS

2SLS

2SLS

250

3SLS

2SLS\3SLS

OLS

FIML

500

3SLS

FIML

2SLS

2SLS\FIML