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
Link To Document :
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