Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
type: Item
instance of: scholarly article
title: Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
zbMATH Open document ID: 0483.62010
DOI: 10.1016/0304-4076(82)90035-5
author: Yasunori Fujikoshi
author: Kimio Morimune
author: Naoto Kunitomo
author: Masanobu Taniguchi
published in: Journal of Econometrics
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 3759331
zbMATH Keywords: TSLS estimates
zbMATH Keywords: LIML estimates
MaRDI profile type: Publication
full work available at URL: 0304-4076(82)90035-5
OpenAlex ID: W2026126831
cites work: An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System
cites work: Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
cites work: An Asymptotic Expansion for the Distribution of a Statistic Admitting an Asymptotic Expansion
cites work: Q3241504
cites work: Comparison of k-Class Estimators When the Disturbances Are Small
cites work: The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
cites work: A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
cites work: Gram-Charlier Approximations Applied to t Ratios of k-Class Estimators
description: scientific article; zbMATH DE number 3759331