Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
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Publication:1026361
DOI10.1016/j.jmva.2009.02.004zbMath1163.62010OpenAlexW1994109492MaRDI QIDQ1026361
Naoto Kunitomo, Yukitoshi Matsushita
Publication date: 24 June 2009
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2009.02.004
generalized method of momentsasymptotic expansionsempirical likelihoodestimating equationlinear simultaneous equationsreduced rank regressiontwo-stage least squareslimited information maximum likelihood
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)
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