Optimizing in the class of Fuller modified limited information maximum likelihood estimators
type: Item
instance of: scholarly article
title: Optimizing in the class of Fuller modified limited information maximum likelihood estimators
zbMATH Open document ID: 0761.62026
DOI: 10.1016/0047-259X(92)90035-E
author: K. R. Kadiyala
author: Dennis Oberhelman
published in: Journal of Multivariate Analysis
publication date: 1993-04-01T00:00:00Z
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 148930
zbMATH Keywords: simultaneous equations
zbMATH Keywords: small-\(\sigma\) expansions
zbMATH Keywords: limited information maximum likelihood
zbMATH Keywords: \(k\)-class estimators
zbMATH Keywords: general class of Fuller modified maximum likelihood estimators
zbMATH Keywords: finite moments
zbMATH Keywords: Asymptotic bias
zbMATH Keywords: asymptotic mean squared error
zbMATH Keywords: simulation study
MaRDI profile type: Publication
cites work: Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
cites work: Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
cites work: Some Properties of a Modification of the Limited Information Estimator
cites work: Comparison of k-Class Estimators When the Disturbances Are Small
cites work: The Existence of Moments of k-Class Estimators
cites work: The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
cites work: Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
cites work: Handbook of econometrics. Volume I
cites work: Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System
Recommended article: On a fundamental optimality of the maximum likelihood estimator
Recommended article: Q3217437
Recommended article: Optimality of marginal likelihood estimating equations
Recommended article: Q3707239
Recommended article: On full efficiency of the maximum composite likelihood estimator
Recommended article: Maximum-likelihood estimation under bound restriction and order and uniform bound restrictions
description: scientific article; zbMATH DE number 148930