A simple derivation of the limited information maximum likelihood estimator

DOI10.1016/0165-1765(82)90066-0MaRDI QIDQ356643zbMATH OpenOpenAlexFDO

Authors L. G. Godfrey, Michael Wickens

Publication date 26 July 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(82)90066-0

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites work

• scientific article; zbMATH DE number 3550024 (Why is no real title available?)
• scientific article; zbMATH DE number 3085488 (Why is no real title available?)
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
• The structure of simultaneous equations estimators

Cited in

(8)

• Simulated conditional moment tests
• Testing strategies for model specification
• Testing for linear and log-linear regressions with heteroscedasticity
• On improving the robustness and reliability of Rao's score test
• Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
• Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
• Limited information estimators and exogeneity tests for simultaneous probit models
• scientific article; zbMATH DE number 1024412 (Why is no real title available?)

This page was built for publication: A simple derivation of the limited information maximum likelihood estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q356643)