Origins of the limited information maximum likelihood and two-stage least squares estimators
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference11 articles.
1. Anderson, T.W., 1945. The non-central Wishart distribution and its application to problems in multivariate statistics. Ph.D. Dissertation, Princeton University.
2. Asymptotic theory for principal component analysis;Anderson;Annals of Mathematical Statistics,1963
3. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1949
4. The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1950
5. A generalized classical method of linear estimation of coefficients in a structural equation;Basmann;Econometrica,1957
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