Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case

DOI10.1016/S0304-4076(97)00071-7zbMath0907.62132MaRDI QIDQ1377314

Michael D. McCarthy

Publication date: 4 February 1998

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

zbMATH Keywords

simultaneous equationsreduced formquasi-FIML estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Instrumental Variables Regression with Independent Observations
• Pseudo Maximum Likelihood Methods: Theory
• The Unbiasedness of Zellner's Seemingly Unrelated Regression Equations Estimators
• Convergence Conditions for Nonlinear Programming Algorithms
• Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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