EMPIRICAL LIKELIHOOD ESTIMATORS OF THE LINEAR SIMULTANEOUS EQUATIONS MODEL

Information theoretic estimators are specified for a system of linear simultaneous equations, including maximum empirical likelihood, maximum empirical exponential likelihood, and maximum log Euclidean likelihood. Monte Carlo experiments are used to compare finite sample performance of these estimators to traditional generalized method of moments.

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Year of publication:	2001
Authors:	Marsh, Thomas L. ; Mittelhammer, Ronald C. ; Judge, George G.
Institutions:	Agricultural and Applied Economics Association - AAEA
Subject:	Research Methods/ Statistical Methods

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Extent:	application/pdf
Series:	2001 Annual meeting, August 5-8, Chicago, IL.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series 2001 Annual meeting, August 5-8, Chicago, IL Number 20752
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005807778