Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System (Q3721663): Difference between revisions

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Latest revision as of 18:09, 19 March 2024

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Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
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    Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System (English)
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    1985
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    structural equations
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    maximum likelihood estimator
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    regular best asymptotically normal estimator
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    asymptotic bias
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    full-information
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    limited-information
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    probability of concentration
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    three-stage or two- stage least-squares estimators
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    asymptotic completeness of Fuller's modified estimator
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    Asymptotic expansions
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    multi-equation seemingly unrelated regression
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