Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
From MaRDI portal
Publication:3721663
DOI10.2307/1911730zbMath0592.62098OpenAlexW1996434742MaRDI QIDQ3721663
Publication date: 1985
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911730
asymptotic biasmaximum likelihood estimatorstructural equationsAsymptotic expansionsfull-informationprobability of concentrationasymptotic completeness of Fuller's modified estimatorlimited-informationmulti-equation seemingly unrelated regressionregular best asymptotically normal estimatorthree-stage or two- stage least-squares estimators
Related Items
Limited information estimation and testing subject to linear constraints ⋮ The second-order bias and mean squared error of nonlinear estimators ⋮ Likelihood Ratio Processes under Nonstandard Settings ⋮ Unnamed Item ⋮ Optimizing in the class of Fuller modified limited information maximum likelihood estimators ⋮ Regularizing Double Machine Learning in Partially Linear Endogenous Models ⋮ Editorial. Moment restriction-based econometric methods: an overview ⋮ On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments ⋮ Instrumental variable estimation in the presence of many moment conditions ⋮ Modified three-stage least squares estimator which is third-order efficient ⋮ THIRD-ORDER ASYMPTOTIC PROPERTIES OF ESTIMATORS IN GAUSSIAN ARMA PROCESSES WITH UNKNOWN MEAN ⋮ A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics ⋮ Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations ⋮ More higher-order efficiency: Concentration probability
This page was built for publication: Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
