Exact and Approximate Distributions of the Maximum Likelihood Estimator of a Slope Coefficient
- 1 September 1982
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 44 (1) , 52-62
- https://doi.org/10.1111/j.2517-6161.1982.tb01187.x
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
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- An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation SystemJournal of the American Statistical Association, 1974
- The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous VariablesJournal of the American Statistical Association, 1972
- Some Extensions of the Wishart DistributionThe Annals of Mathematical Statistics, 1944