Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations

Author:

Kunitomo Naoto,Matsushita Yukitoshi

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference29 articles.

1. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1949

2. Evaluation of the distribution function of the limited information maximum likelihood estimator;Anderson;Econometrica,1982

3. Exact Small Sample Theory in the Simultaneous Equations Model;Phillips,1983

4. Comparing single equation estimators in a simultaneous equation system;Anderson;Econometric Theory,1986

5. Estimating linear restrictions on regression coefficients for multivariate normal distributions;Anderson;Annals of Mathematical Statistics,1951

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