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Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

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  • Anderson, T W
  • Kunitomo, Naoto
  • Sawa, Takamitsu

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  • Anderson, T W & Kunitomo, Naoto & Sawa, Takamitsu, 1982. "Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator," Econometrica, Econometric Society, vol. 50(4), pages 1009-1027, July.
  • Handle: RePEc:ecm:emetrp:v:50:y:1982:i:4:p:1009-27
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    Cited by:

    1. 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.
    2. 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.
    3. 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.
    4. Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2011. "On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments," Journal of Econometrics, Elsevier, vol. 165(1), pages 58-69.
    5. 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.
    6. repec:dgr:rugsom:95b24 is not listed on IDEAS
    7. Naoto Kunitomo, 2012. "An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 881-910, October.
    8. 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.
    9. Alonso-Borrego, Cesar & Arellano, Manuel, 1999. "Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 36-49, January.
    10. Forchini, Giovanni, 2010. "The Asymptotic Distribution Of The Liml Estimator In A Partially Identified Structural Equation," Econometric Theory, Cambridge University Press, vol. 26(03), pages 917-930, June.
    11. Christl, Michael & Köppl Turyna, Monika & Kucsera, Denes, 2015. "Employment effects of minimum wages in Europe revisited," MPRA Paper 65761, University Library of Munich, Germany.
    12. 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.
    13. 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.
    14. Guilhem Bascle, 2008. "Controlling for endogeneity with instrumental variables in strategic management research," Post-Print hal-00576795, HAL.
    15. Millemaci, Emanuele & Ofria, Ferdinando, 2016. "Supply and demand-side determinants of productivity growth in Italian regions," Structural Change and Economic Dynamics, Elsevier, vol. 37(C), pages 138-146.
    16. 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.
    17. 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.
    18. 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.
    19. Islam Asadul & Smyth Russell, 2012. "The Economic Returns to Good Looks and Risky Sex in the Bangladesh Commercial Sex Market," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 12(1), pages 1-25, May.
    20. 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.
    21. Calzolari, Giorgio & Panattoni, Lorenzo, 1984. "A Simulation Study on FIML Covariance Matrix," MPRA Paper 28804, University Library of Munich, Germany.
    22. 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.
    23. Ploeg, Jan van der & Bekker, Paul A., 1995. "Efficiency bounds for instrumental variable estimators under group-asymptotics," Research Report 95B24, University of Groningen, Research Institute SOM (Systems, Organisations and Management).

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