Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (Q3711459)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size |
scientific article |
Statements
Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (English)
0 references
1983
0 references
Edgeworth approximations
0 references
k-class estimators
0 references
exogenous variables
0 references
two- stage least squares estimator
0 references
large-sample asymptotic distribution
0 references
limited information maximum likelihood (LIML) estimator
0 references
degree of overidentifiability
0 references
