Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables
- 1 September 2000
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 98 (1) , 163-185
- https://doi.org/10.1016/s0304-4076(99)00082-2
Abstract
No abstract availableKeywords
This publication has 11 references indexed in Scilit:
- Optimizing in the class of Fuller modified limited information maximum likelihood estimatorsJournal of Multivariate Analysis, 1992
- Comparing Single-Equation Estimators in a Simultaneous Equation SystemEconometric Theory, 1986
- The numerical values of some key parameters in econometric modelsJournal of Econometrics, 1983
- Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations CaseInternational Economic Review, 1982
- Evaluation of the Distribution Function of the Limited Information Maximum Likelihood EstimatorEconometrica, 1982
- Evaluation of the Distribution Function of the Two-Stage Least Squares EstimateEconometrica, 1979
- Some Properties of a Modification of the Limited Information EstimatorEconometrica, 1977
- Comparison of k-Class Estimators When the Disturbances Are SmallEconometrica, 1971
- A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation CaseJournal of the American Statistical Association, 1963
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic EquationsThe Annals of Mathematical Statistics, 1949