Improving the Limited Information Maximum Likelihood Estimator When the Disturbances Are Small

DOI10.2307/2286296zbMath0391.62085OpenAlexW4231749964MaRDI QIDQ4172842

Kimio Morimune

Publication date: 1978

Full work available at URL: https://doi.org/10.2307/2286296

zbMATH Keywords

EconometricsSmall DisturbancesLimited Information Maximum Likelihood EstimatorReduced Mse Asymptotics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Admissibility in statistical decision theory (62C15)

Related Items (2)

Optimal instruments when the disturbances are small ⋮ A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics

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