K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case

DOI10.1016/0304-4076(76)90016-6zbMath0334.62048OpenAlexW2084539602MaRDI QIDQ1229058

Werner Scharf

Publication date: 1976

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

Full work available at URL: https://doi.org/10.1016/0304-4076(76)90016-6

Mathematics Subject Classification ID

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

Related Items (1)

Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems

Cites Work

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• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
• Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
• Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
• Systems k-Class Estimators
• Two Methods of Computing Full-Information Maximum Likelihood Estimates in Simultaneous Stochastic Equations
• Three-Stage Least-Squares and Generalized Double k-Class Estimators: A Mathematical Relationship

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