Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (Q3711459)
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scientific article; zbMATH DE number 3940413
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| English | Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size |
scientific article; zbMATH DE number 3940413 |
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Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (English)
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1983
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Edgeworth approximations
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k-class estimators
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exogenous variables
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two- stage least squares estimator
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large-sample asymptotic distribution
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limited information maximum likelihood (LIML) estimator
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degree of overidentifiability
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0.8063831925392151
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0.7953668832778931
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