Two Modified FIML Estimators for use in Small Samples

DOI10.2307/2526517MaRDI QIDQ3738454zbMATH OpenOpenAlexFDO

Authors William R. Parke

Publication date 1986

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526517

zbMATH Keywords

asymptotic distributionfull information maximum likelihoodmodified FIML estimatorsmodified maximum likelihood estimatorssmall sample behavior

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to economics (62P20)

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(6)

• The behavior of trust-region methods in FIML-estimation
• 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
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• FIML estimation of models with multiple regimes and covariance restrictions
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