کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
9555314 1376603 2005 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Origins of the limited information maximum likelihood and two-stage least squares estimators
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Origins of the limited information maximum likelihood and two-stage least squares estimators
چکیده انگلیسی
Theil, Basmann, and Sargan are often credited with the development of the two-stage least squares (TSLS) estimator of the coefficients of one structural equation in a simultaneous equations model. However, Anderson and Rubin had earlier derived the asymptotic distribution of the limited information maximum likelihood (LIML) estimator by finding the asymptotic distribution of what is essentially the TSLS estimator.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Econometrics - Volume 127, Issue 1, July 2005, Pages 1-16
نویسندگان
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