有限信息最大似然估计量分布函数的评估

Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator

Econometrica · 1982
被引 111
人大 A+FT50ABS 4*

中文导读

数值评估了单个内生变量系数的有限信息最大似然估计量的分布,给出了覆盖所有感兴趣情形的参数表,并与两阶段最小二乘估计量进行了比较。

Abstract

The distributions of the Limited Information Maximum Likelihood estimator for the coefficient of one endogenous variable are evaluated numerically. Tables are given for enough values of the parameters to cover all cases of interests. Comparisons are made with the Two-Stage Least Squares estimator.

有限信息最大似然估计内生变量分布函数两阶段最小二乘估计