ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM

被引：35

作者：

ANDERSON, TW

机构：

[1] STANFORD UNIV,DEPT ECON,STANFORD,CA

[2] STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305

[3] CTR ADV STUDY BEHAV SCI,STANFORD,CA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1974年 / 69卷 / 346期

关键词：

D O I：

10.2307/2285698

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：565 / 573

页数：9

共 14 条

[1]

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[2] DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS [J].

ANDERSON, TW ;

SAWA, T .

ECONOMETRICA, 1973, 41 (04) :683-714

[3] ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].

ANDERSON, TW ;

RUBIN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63

[4] THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].

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ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04) :493-507

[7] COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL [J].

KADANE, JB .

ECONOMETRICA, 1971, 39 (05) :723-&

[8] EXACT FINITE-SAMPLE DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATOR IN CASE OF 2 INCLUDED ENDOGENOUS VARIABLES [J].

MARIANO, RS ;

SAWA, T .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1972, 67 (337) :159-&

[9] APPROXIMATIONS TO DISTRIBUTION FUNCTIONS OF ORDINARY LEAST-SQUARES AND TWO-STAGE LEAST-SQUARES ESTIMATORS IN CASE OF TWO INCLUDED ENDOGENOUS VARIABLES [J].

MARIANO, RS .

ECONOMETRICA, 1973, 41 (01) :67-77

[10] THE BIAS AND MOMENT MATRIX OF THE GENERAL KAPPA-CLASS ESTIMATORS OF THE PARAMETERS IN SIMULTANEOUS-EQUATIONS [J].

NAGAR, AL .

ECONOMETRICA, 1959, 27 (04) :575-595

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