Origins of the limited information maximum likelihood and two-stage least squares estimators

DOI10.1016/j.jeconom.2004.09.012zbMath1334.62002OpenAlexW2089961436MaRDI QIDQ262789

T. W. Anderson

Publication date: 30 March 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2004.09.012

zbMATH Keywords

asymptotic distributionslimited information maximum likelihood estimatortwo-stage least squares estimator

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) History of mathematics in the 20th century (01A60) History of statistics (62-03)

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