Optimizing in the class of Fuller modified limited information maximum likelihood estimators
نویسندگان
چکیده
منابع مشابه
Origins of the limited information maximum likelihood and two-stage least squares estimators
Theil, Basmann, and Sargan are often credited with the development of the two-stage least squares (TSLS) estimator of the coefficients of one structural equation in a simultaneous equations model. However, Anderson and Rubin had earlier derived the asymptotic distribution of the limited information maximum likelihood (LIML) estimator by finding the asymptotic distribution of what is essentially...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1992
ISSN: 0047-259X
DOI: 10.1016/0047-259x(92)90035-e