scientific article; zbMATH DE number 3900016

MaRDI QIDQ3678540zbMATH OpenFDO

Authors Kimio Morimune

Publication date 1985

zbMATH Keywords

Accuracy of expansionsdeviations from empirical distributionsinstrumental variable estimatorlarge sample asymptotic expansionsmaximum likelihood estimatorordinary least squaressimultaneous equations modelsmall sample properties

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20)

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(10)

• Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Modified three-stage least squares estimator which is third-order efficient
• Econometric estimation with high-dimensional moment equalities
• Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
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• Asymptotic standard errors of point elasticities calculated from simultaneous equation systems
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments

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