scientific article; zbMATH DE number 3936348

MaRDI QIDQ3707239zbMATH OpenFDO

Authors

Publication date 1983

zbMATH Keywords

finite momentsk-class estimatorslimited information maximum likelihood methodlinear economic relationshipmodified estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables
• Limited information estimation and testing subject to linear constraints
• The LIML estimator has finite moments!
• Two Modified FIML Estimators for use in Small Samples
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators

Cited in

(6)

• Optimizing in the class of Fuller modified limited information maximum likelihood estimators
• Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case
• Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables
• Asymptotics for the maximum sample likelihood estimator under informative selection from a finite population
• Two Modified FIML Estimators for use in Small Samples
• The LIML estimator has finite moments!

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