Estimation of Linear Functional Relationships: Approximate Distributions and Connections with Simultaneous Equations in Econometrics
Author:
Affiliation:
1. Stanford University and London School of Economics
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1976.tb01562.x/fullpdf
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3. An asymptotic expansion of the distribution of the limited information maximum likelihood estimate of a coefficient in a simultaneous equation system;Anderson;J. Amer. Statist. Ass.,1974
4. Asymptotic expansions of the distributions of estimates in simultaneous equations for alternative parameter sequences;Anderson,1975
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