Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations

maximum likelihood least squares numerical comparisons simultaneous equations limited information linear functional relationship asymptotic expansions of distributions of estimators large econometric model two-stage least squares estimators

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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