Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
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Publication:3711459
DOI10.2307/1912160zbMath0586.62028OpenAlexW2083935776MaRDI QIDQ3711459
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912160
exogenous variablesEdgeworth approximationsk-class estimatorsdegree of overidentifiabilitylarge-sample asymptotic distributionlimited information maximum likelihood (LIML) estimatortwo- stage least squares estimator
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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