Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 50 (1982)
Issue (Month): 4 (July)
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Kentaro Akashi & Naoto Kunitomo, 2010.
"Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation,"
CIRJE-F-707, CIRJE, Faculty of Economics, University of Tokyo.
- Akashi, Kentaro & Kunitomo, Naoto, 2012. "Some properties of the LIML estimator in a dynamic panel structural equation," Journal of Econometrics, Elsevier, vol. 166(2), pages 167-183.
- Calzolari, Giorgio, 1992.
"Stima delle equazioni simultanee non-lineari: una rassegna
[Estimation of nonlinear simultaneous equations: a survey]," MPRA Paper 24123, University Library of Munich, Germany, revised 1992.
- Joshua D. Angrist & Stacey H. Chen, 2007. "Long-term consequences of vietnam-era conscription: schooling, experience, and earnings," NBER Working Papers 13411, National Bureau of Economic Research, Inc.
- Gao, Chuanming & Lahiri, Kajal, 2000. "Further consequences of viewing LIML as an iterated Aitken estimator," Journal of Econometrics, Elsevier, vol. 98(2), pages 187-202, October.
- Daniel Eisenberg & Brian Rowe, 2008. "The Effects of Smoking in Young Adulthood on Smoking and Health Later in Life: Evidence Based on the Vietnam Era Draft Lottery," Working Papers 08-35, Center for Economic Studies, U.S. Census Bureau.
- 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.
- Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
- Forchini, Giovanni, 2010.
"The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation,"
Cambridge University Press, vol. 26(03), pages 917-930, June.
- Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers 1/06, Monash University, Department of Econometrics and Business Statistics.
- Hoffmann, Vivian, 2008. "Psychology, Gender, and the Intrahousehold Allocation of Free and Purchased Mosquito Nets," Working Papers 55282, University of Maryland, Department of Agricultural and Resource Economics.
- Joshua D. Angrist & Alan B. Krueger, 2001.
"Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments,"
Journal of Economic Perspectives,
American Economic Association, vol. 15(4), pages 69-85, Fall.
- Joshua Angrist & Alan B. Krueger, 2001. "Instrumental Variables and the Search for Identification: From Supply and Demand to Natural Experiments," NBER Working Papers 8456, National Bureau of Economic Research, Inc.
- Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"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.
- Patrik Guggenberger, 2006. "Finite-Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, accepted for publication, Econometric Reviews," UCLA Economics Online Papers 371, UCLA Department of Economics.
- Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010. "On the asymptotic optimality of the LIML estimator with possibly many instruments," Journal of Econometrics, Elsevier, vol. 157(2), pages 191-204, August.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.