Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- 1 May 1983
- journal article
- Published by JSTOR in Econometrica
- Vol. 51 (3) , 821
- https://doi.org/10.2307/1912160
Abstract
In the estimation of structural coefficients it is well-known that both two-stage least squares (TSLS) and limited information maximum likelihood (LIML) estimat...Keywords
This publication has 0 references indexed in Scilit: