Origins of the limited information maximum likelihood and two-stage least squares estimators
From MaRDI portal
Publication:262789
DOI10.1016/j.jeconom.2004.09.012zbMath1334.62002MaRDI QIDQ262789
Publication date: 30 March 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.09.012
asymptotic distributions; limited information maximum likelihood estimator; two-stage least squares estimator
62J05: Linear regression; mixed models
62F10: Point estimation
01A60: History of mathematics in the 20th century
62-03: History of statistics
Related Items
Adaptive k-class estimation in high-dimensional linear models, MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION, Normalization in Econometrics, Regularizing Double Machine Learning in Partially Linear Endogenous Models, Reduced rank regression for blocks of simultaneous equations, Panel data models with multiple time-varying individual effects, On the asymptotic optimality of the LIML estimator with possibly many instruments, Double learning or double blinding: an investigation of vendor private information acquisition and consumer learning via online reviews, Jackknife instrumental variable estimation with heteroskedasticity
Cites Work
- Unnamed Item
- Unnamed Item
- A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation
- The Estimation of Economic Relationships using Instrumental Variables
- Asymptotic Theory for Principal Component Analysis
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations