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Origins of the limited information maximum likelihood and two-stage least squares estimators

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  • Anderson, T.W.

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  • Anderson, T.W., 2005. "Origins of the limited information maximum likelihood and two-stage least squares estimators," Journal of Econometrics, Elsevier, vol. 127(1), pages 1-16, July.
  • Handle: RePEc:eee:econom:v:127:y:2005:i:1:p:1-16
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    Cited by:

    1. Lessmann, Christian, 2013. "Foreign direct investment and regional inequality: A panel data analysis," China Economic Review, Elsevier, vol. 24(C), pages 129-149.
    2. Calzolari, Giorgio, 2012. "Econometric notes," MPRA Paper 36765, University Library of Munich, Germany.
    3. T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita, 2008. "On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments," CIRJE F-Series CIRJE-F-542, CIRJE, Faculty of Economics, University of Tokyo.
    4. 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.
    5. Bekker, Paul A. & Crudu, Federico, 2015. "Jackknife instrumental variable estimation with heteroskedasticity," Journal of Econometrics, Elsevier, vol. 185(2), pages 332-342.
    6. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
    7. Biørn, Erik, 2017. "Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics," Memorandum 13/2017, Oslo University, Department of Economics.
    8. Georgios Efthyvoulou & Priit Vahter, 2016. "Financial Constraints, Innovation Performance and Sectoral Disaggregation," Manchester School, University of Manchester, vol. 84(2), pages 125-158, March.
    9. Brockhaus, Jan & Kalkuhl, Matthias & Kozicka, Marta, 2016. "What Drives India’s Rice Stocks? Empirical Evidence," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235659, Agricultural and Applied Economics Association.
    10. Stephen Pollock, 2007. "Estimation of structural econometric equations (in Russian)," Quantile, Quantile, issue 2, pages 49-59, March.
    11. Anderson, T.W., 2006. "Reduced rank regression for blocks of simultaneous equations," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 55-76.
    12. Fang Hai & Miller Nolan H. & Rizzo John & Zeckhauser Richard, 2011. "Demanding Customers: Consumerist Patients and Quality of Care," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 11(1), pages 1-51, September.
    13. Joe Hirschberg & Jenny Lye, 2017. "Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares," Department of Economics - Working Papers Series 2026, The University of Melbourne.
    14. Soderbery, Anson, 2015. "Estimating import supply and demand elasticities: Analysis and implications," Journal of International Economics, Elsevier, vol. 96(1), pages 1-17.
    15. Jaeger, David A. & Parys, Juliane, 2009. "On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak," IZA Discussion Papers 3961, Institute for the Study of Labor (IZA).

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