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.
MLA
Kunitomo, Naoto, et al. “Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator.” Econometrica, vol. 50, .no 4, Econometric Society, 1982, pp. 1009-1028, https://www.jstor.org/stable/1912774
Chicago
Kunitomo, Naoto, T. W. Anderson, and Takamitsu Sawa. “Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator.” Econometrica, 50, .no 4, (Econometric Society: 1982), 1009-1028. https://www.jstor.org/stable/1912774
APA
Kunitomo, N., Anderson, T. W., & Sawa, T. (1982). Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator. Econometrica, 50(4), 1009-1028. https://www.jstor.org/stable/1912774
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