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Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models

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Naoto Kunitomo
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File URL: http://www.kellogg.northwestern.edu/research/math/papers/503.pdf
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Paper provided by Northwestern University, Center for Mathematical Studies in Economics and Management Science in its series Discussion Papers with number 503.

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Date of creation: May 1979
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Handle: RePEc:nwu:cmsems:503

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  1. Anderson, T W & Sawa, Takamitsu, 1979. "Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate," Econometrica, Econometric Society, vol. 47(1), pages 163-82, January. [Downloadable!] (restricted)
  2. Sargan, J D, 1975. "Asymptotic Theory and Large Models," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 16(1), pages 75-91, February. [Downloadable!] (restricted)
  3. Fuller, Wayne A, 1977. "Some Properties of a Modification of the Limited Information Estimator," Econometrica, Econometric Society, vol. 45(4), pages 939-53, May. [Downloadable!] (restricted)
  4. Kadane, Joseph B, 1971. "Comparison of k-Class Estimators when the Disturbances are Small," Econometrica, Econometric Society, vol. 39(5), pages 723-37, September. [Downloadable!] (restricted)
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This page was last updated on 2009-12-21.

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