We compare four different estimation methods for the coefficients of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the...

The likelihoood function of the Gaussian MA(1) zero-mean can be expressed in terms of the variance of the process and the first-order autocorrelation or alternatively in terms of the variance of the unobservable independent normal random variables and the moving average coefficient. The...

In the multivariate one-way classification with fixed or random effects the between-group effects may be restricted to a lower dimensional space. The problem of testing the dimension of the effect space is treated. For the balanced random effect model the asymptotic null distribution of the...