Sample sizes

Normal Exogenous Variables

Uniform Exogenous Variables

Exact

Over

Exact

Over

10

OLS

OLS

OLS

2SLS

20

OLS

2SLS

OLS

2SLS

30

OLS

2SLS

OLS

2SLS

50

OLS

2SLS\3SLS

OLS

2SLS

100

2SLS

FIML

OLS

2SLS

250

2SLS

FIML

OLS

2SLS

500

2SLS

FIML

2SLS\OLS

FIML\2SLS\3SLS