• Title of article

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

  • Author/Authors

    Anderson، نويسنده , , T.W.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2005
  • Pages
    16
  • From page
    1
  • To page
    16
  • Abstract
    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.
  • Keywords
    Limited information maximum likelihood estimator , Two-stage least squares estimator , Asymptotic distributions
  • Journal title
    Journal of Econometrics
  • Serial Year
    2005
  • Journal title
    Journal of Econometrics
  • Record number

    1558749