Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System (Q3721663)
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scientific article; zbMATH DE number 3951864
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| English | Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System |
scientific article; zbMATH DE number 3951864 |
Statements
Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System (English)
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1985
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structural equations
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maximum likelihood estimator
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regular best asymptotically normal estimator
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asymptotic bias
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full-information
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limited-information
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probability of concentration
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three-stage or two- stage least-squares estimators
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asymptotic completeness of Fuller's modified estimator
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Asymptotic expansions
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multi-equation seemingly unrelated regression
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0.8563682436943054
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0.8374775052070618
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0.8147957921028137
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0.8140459656715393
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