A simple derivation of the limited information maximum likelihood estimator

DOI10.1016/0165-1765(82)90066-0zbMath1268.91141OpenAlexW2074574739MaRDI QIDQ356643

Michael Wickens, Leslie G. Godfrey

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)

Related Items (7)

Testing strategies for model specification ⋮ Limited information estimators and exogeneity tests for simultaneous probit models ⋮ Testing for linear and log-linear regressions with heteroscedasticity ⋮ Testing underidentification in linear models, with applications to dynamic panel and asset pricing models ⋮ Simulated conditional moment tests ⋮ On improving the robustness and reliability of Rao's score test ⋮ Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems

Cites Work

• The structure of simultaneous equations estimators
• Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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