Simultaneous equation estimation from undersized samples

DOI10.1016/0167-7152(83)90036-6zbMath0516.62104OpenAlexW1970509017MaRDI QIDQ1052791

Sartaj A. Kidwai, Henri Theil, Denzil G. Fiebig

Publication date: 1983

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(83)90036-6

zbMATH Keywords

entropysimultaneous equationsexogenous variablesundersized samples

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• The Exact Finite Sample Distribution Function of the Limited Information Maximum Likelihood Identifiability Test Statistic
• The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables

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