Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
From MaRDI portal
Publication:3214266
DOI10.2307/1913495zbMath0271.62134OpenAlexW1596611662MaRDI QIDQ3214266
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://www.econ.ucla.edu/workingpapers/wp007.pdf
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Related Items (8)
The translog function and the substitution of equipment, structures, and labor in U. S. manufacturing 1929 - 68 ⋮ Phoebus J. Dhrymes (1932–2016) ⋮ Editorial introduction ⋮ Seemingly unrelated systems of econometric equations ⋮ The structure of simultaneous equations estimators ⋮ K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case ⋮ Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models ⋮ Testing price taking behavior
This page was built for publication: Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
