Some large-concentration-parameter asymptotics for the k-class estimators

DOI10.1016/0304-4076(75)90045-7zbMath0299.62068OpenAlexW1973748934MaRDI QIDQ1215242

Roberto S. Mariano

Publication date: 1975

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(75)90045-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

Cites Work

• An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System
• Approximations to the Distribution Functions of Theil's k-Class Estimators
• The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables
• The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators

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