Comparing Single-Equation Estimators in a Simultaneous Equation System
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 2 (1986)
Issue (Month): 01 (April)
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"Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations,"
CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.
- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009. "Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.
- Oberhelman, Dennis & Rao Kadiyala, K., 2000. "Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables," Journal of Econometrics, Elsevier, vol. 98(1), pages 163-185, September.
- T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments," CIRJE F-Series CIRJE-F-577, CIRJE, Faculty of Economics, University of Tokyo.
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