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The distribution of the full information maximum likelihood estimator

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  • Oya, Kosuke
  • Morimune, Kimio

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  • Oya, Kosuke & Morimune, Kimio, 1992. "The distribution of the full information maximum likelihood estimator," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 569-574.
    • Handle: RePEc:eee:matcom:v:33:y:1992:i:5:p:569-574
    DOI: 10.1016/0378-4754(92)90154-9
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    References listed on IDEAS

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    1. Calzolari, Giorgio & Panattoni, Lorenzo & Weihs, Claus, 1987. "Computational efficiency of FIML estimation," Journal of Econometrics, Elsevier, vol. 36(3), pages 299-310, November.
    2. Takeuchi, Kei & Morimune, Kimio, 1985. "Third-Order Efficiency of the Extended Maximum Likelihood Estimators in a Simultaneous Equation System," Econometrica, Econometric Society, vol. 53(1), pages 177-200, January.
    3. Durbin, James, 1988. "Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations," Econometric Theory, Cambridge University Press, vol. 4(1), pages 159-170, April.
    4. Hausman, Jerry A, 1975. "An Instrumental Variable Approach to Full Information Estimators for Linear and Certain Nonlinear Econometric Models," Econometrica, Econometric Society, vol. 43(4), pages 727-738, July.
    5. Hendry, David F., 1976. "The structure of simultaneous equations estimators," Journal of Econometrics, Elsevier, vol. 4(1), pages 51-88, February.
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