Pages that link to "Item:Q3947034"
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The following pages link to Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator (Q3947034):
Displayed 12 items.
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
- Optimizing in the class of Fuller modified limited information maximum likelihood estimators (Q1206451) (← links)
- Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system (Q2266308) (← links)
- A monte carlo study of collinearity in linear simultaneous equation models<sup>∗</sup> (Q3135454) (← links)
- Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models (Q3135457) (← links)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION (Q3577706) (← links)