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A user-knowledge-based variable selection method for limited information maximum likelihood using principal components

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  • Onishi, Haruo

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  • Onishi, Haruo, 1995. "A user-knowledge-based variable selection method for limited information maximum likelihood using principal components," Computational Statistics & Data Analysis, Elsevier, vol. 19(4), pages 379-399, April.
    • Handle: RePEc:eee:csdana:v:19:y:1995:i:4:p:379-399
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    References listed on IDEAS

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    1. Onishi, Haruo, 1983. "A variable selection procedure for econometric models," Computational Statistics & Data Analysis, Elsevier, vol. 1(1), pages 85-95, March.
    2. Liu, Ta-Chung & Breen, William J, 1969. "The Covariance Matrix of the Limited Information Estimator and the Identification Test," Econometrica, Econometric Society, vol. 37(2), pages 222-227, April.
    3. Shiller, Robert J, 1973. "A Distributed Lag Estimator Derived from Smoothness Priors," Econometrica, Econometric Society, vol. 41(4), pages 775-788, July.
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