Evaluation of the distribution function of the limited information maximum likelihood estimator
| Year of publication: |
1982
|
|---|---|
| Authors: | Anderson, Theodore W. ; Kunitomo, Naoto ; Sawa, Takamitsu |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 50.1982, 4, p. 1009-1027
|
| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
A maximum likelihood estimation method of a three market disequilibrium model
Plasmans, Joseph, (1983)
-
Jansson, Leif, (1984)
-
Maximum likelihood factor analysis in economical use : an example
Weinreich, Mogens, (1980)
- More ...
-
Phillips, Peter C. B., (2016)
-
On the asymptotic optimality of the LIML estimator with possibly many instruments
Anderson, Theodore W., (2010)
-
Comparing single-equation estimators in a simultaneous equation system
Anderson, Theodore W., (1986)
- More ...