Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773)
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scientific article; zbMATH DE number 1525536
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| English | Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables |
scientific article; zbMATH DE number 1525536 |
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Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (English)
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17 September 2001
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asymptotic mean-squared error
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asymptotic probability concentration
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Monte Carlo
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simultaneous equations models
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small sigma expansions
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tables
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modified LIML
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0.8298102021217346
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0.8189114928245544
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0.8063831925392151
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0.8056726455688477
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