EVALUATION OF THE DISTRIBUTION FUNCTION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR

被引：51

作者：

ANDERSON, TW

KUNITOMO, N

SAWA, T

机构：

[1] NORTHWESTERN UNIV,CHICAGO,IL 60611

[2] KYOTO UNIV,KYOTO 606,JAPAN

来源：

ECONOMETRICA | 1982年 / 50卷 / 04期

关键词：

D O I：

10.2307/1912774

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1009 / 1027

页数：19

共 17 条

[1] DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS [J].

ANDERSON, TW ;

SAWA, T .

ECONOMETRICA, 1973, 41 (04) :683-714

[2] EVALUATION OF THE DISTRIBUTION FUNCTION OF THE 2-STAGE LEAST-SQUARES ESTIMATE [J].

ANDERSON, TW ;

SAWA, T .

ECONOMETRICA, 1979, 47 (01) :163-182

[3] ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM [J].

ANDERSON, TW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :565-573

[4] ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF ESTIMATES IN SIMULTANEOUS EQUATIONS FOR ALTERNATIVE PARAMETER SEQUENCES [J].

ANDERSON, TW .

ECONOMETRICA, 1977, 45 (02) :509-518

[5]

ANDERSON TW, 1977, 234 STANF U I MATH S

[6]

ANDERSON TW, 1980, 319 STANF U I MATH S

[7]

ANDERSON TW, 1978, 270 STANF U I MATH S

[8]

ANDERSON TW, 1978, 275 STANF U I MATH S

[9]

ANDERSON TW, 1975, 174 STANF U I MATH S

[10]

KUNITOMO N, 1980, J AM STAT ASSOC, V75, P693

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