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Some elements about normality of single-equation estimators

Author

Listed:
  • Constantin ANGHELACHE

    (Academia de Studii Economice, Bucuresti, Universitatea „Artifex” din Bucuresti)

  • Madalina Gabriela ANGHEL

    (Universitatea „Artifex” din Bucuresti)

  • Gyorgy BODO

    (Academia de Studii Economice, Bucuresti)

  • Cristina SACALA

    (Academia de Studii Economice, Bucuresti)

Abstract

In this paper, the authors focus on the asymptotic normality of the LIML estimator, the LIML designed by Fuller and on the trend adjustment of 2-stage least squares (B2SLS). The corresponding hypotheses are presented and discussed, then the theorems for the estimators are defined.

Suggested Citation

  • Constantin ANGHELACHE & Madalina Gabriela ANGHEL & Gyorgy BODO & Cristina SACALA, 2016. "Some elements about normality of single-equation estimators," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(2), pages 28-32, February.
    • Handle: RePEc:rsr:supplm:v:64:y:2016:i:2:p:28-32
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    References listed on IDEAS

    as
    1. Constantin Anghelache & Madalina-Gabriela Anghel, 2015. "Main aspects regarding some non-linear models used in economic analyses," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 63(9), pages 7-10, September.
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