A simple derivation of the limited information maximum likelihood estimator

DOI10.1016/0165-1765(82)90066-0zbMATH Open1268.91141OpenAlexW2074574739MaRDI QIDQ356643FDOQ356643

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

• Title not available (Why is that?)
• 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
• The structure of simultaneous equations estimators
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Cited In (8)

• Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
• Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
• On improving the robustness and reliability of Rao's score test
• Limited information estimators and exogeneity tests for simultaneous probit models
• Title not available (Why is that?)
• Testing for linear and log-linear regressions with heteroscedasticity
• Testing strategies for model specification
• Simulated conditional moment tests

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