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

From MaRDI portal
Revision as of 11:34, 18 October 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)





scientific article
Language Label Description Also known as
English
Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
scientific article

    Statements

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

    Identifiers