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Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system Author info | Abstract | Publisher info | Download info | Related research | Statistics Fujikoshi, Yasunori
Morimune, Kimio
Kunitomo, Naoto
Taniguchi, Masanobu
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 18 (1982)
Issue (Month): 2 (February)
Pages: 191-205
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Handle: RePEc:eee:econom:v:18:y:1982:i:2:p:191-205Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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Giovanni Forchini, 2006.
"The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation ,"
Monash Econometrics and Business Statistics Working Papers
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T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2006.
"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments ,"
CIRJE F-Series
CIRJE-F-399, CIRJE, Faculty of Economics, University of Tokyo.
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Yukitoshi Matsushita, 2007.
"Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments ,"
CIRJE F-Series
CIRJE-F-466, CIRJE, Faculty of Economics, University of Tokyo.
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Theodore W. Anderson & Naoto Kunijtomo & Yukitoshi Matsushita, 2005.
"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models ,"
CIRJE F-Series
CIRJE-F-321, CIRJE, Faculty of Economics, University of Tokyo.
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Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator ,"
CIRJE F-Series
CIRJE-F-200, CIRJE, Faculty of Economics, University of Tokyo.
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Naoto Kunitomo & Yukitoshi Matsushita, 2009.
"Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations ,"
CIRJE F-Series
CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.
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Naoto Kunitomo & Yukitoshi Matsushita, 2003.
"Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System ,"
CIRJE F-Series
CIRJE-F-237, CIRJE, Faculty of Economics, University of Tokyo.
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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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Naoto Kunitomo, 2002.
"Improving Small Sample Properties of the Empirical Likelihood Estimation ,"
CIRJE F-Series
CIRJE-F-184, CIRJE, Faculty of Economics, University of Tokyo.
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