Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables
type: Item
instance of: scholarly article
title: Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables
zbMATH Open document ID: 0968.62086
DOI: 10.1016/S0304-4076(99)00082-2
author: Dennis Oberhelman
author: K. Rao Kadiyala
published in: Journal of Econometrics
publication date: 2001-09-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1525536
zbMATH Keywords: asymptotic mean-squared error
zbMATH Keywords: asymptotic probability concentration
zbMATH Keywords: Monte Carlo
zbMATH Keywords: simultaneous equations models
zbMATH Keywords: small sigma expansions
zbMATH Keywords: tables
zbMATH Keywords: modified LIML
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: Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
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: Optimizing in the class of Fuller modified limited information maximum likelihood estimators
cites work: Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
cites work: The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
full work available at URL: s0304-4076(99)00082-2
OpenAlex ID: W2102629354
description: scientific article; zbMATH DE number 1525536