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

By Theodore W. Anderson. 2005

52 citations recorded by the source corpus.

Subfields: Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b54a94e8b83798bf98fc30339fbf2b8b780cff9f

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In Statistics and Probability

1. Tao Zha
2. Daniel F. Waggoner
3. James D. Hamilton

Citations in the corpus

• On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments (2010, unknown): “See also Anderson (2005).”
• Normalization in Econometrics (2007, background): “Treatments of this problem include Celeux et al. (2000), Stephens (2000), and Frühwirth-Schnatter (2001). How we choose to resolve the problem depends in part on why we are interested in the parameters in the first place. One possibility is that (1) is simply proposed as a flexible representation of”