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Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations - MaRDI portal

Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations (Q3891558)

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Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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    Statements

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    1980
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    asymptotic expansions of distributions of estimators
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    linear functional relationship
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    simultaneous equations
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    large econometric model
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    maximum likelihood
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    least squares
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    numerical comparisons
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    limited information
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    two-stage least squares estimators
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    Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations (English)
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