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Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system

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Author Info
Fujikoshi, Yasunori
Morimune, Kimio
Kunitomo, Naoto
Taniguchi, Masanobu
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File URL: http://www.sciencedirect.com/science/article/B6VC0-4599HMN-G/2/859c5ff0edcbcec969e34cf93bf2e699
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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:191-205

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Web page: http://www.elsevier.com/locate/jeconom

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  1. 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. [Downloadable!]
  2. 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. [Downloadable!]
  3. 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. [Downloadable!]
  4. 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. [Downloadable!]
  5. 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. [Downloadable!]
  6. 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. [Downloadable!]
  7. 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. [Downloadable!]
  8. 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. [Downloadable!]
  9. 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. [Downloadable!]
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