Journal ArticleDOI
Third order efficiency of the extended maximum likelihood estimators in a simultaneous equation system
Kei Takeuchi,Kimio Morimune +1 more
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This article is published in Econometrica.The article was published on 1985-01-01. It has received 29 citations till now. The article focuses on the topics: Restricted maximum likelihood & Maximum likelihood sequence estimation.read more
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The impact of cultural patterns on cognition and intention in Singapore.
Chin Tiong Tan,John U. Farley +1 more
TL;DR: In this article, a sample of Singaporean students' traditional Eastern values about family and conformity are examined, and attitude-intention links appear stronger than do those in similar tests in the West.
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The second-order bias and mean squared error of nonlinear estimators
TL;DR: In this paper, the second-order bias and mean squared error of a wide class of nonlinear estimators, including Nonlinear Least Squares, Maximum Likelihood, and Generalized Method of Moments estimators are examined.
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The stochastic difference between econometric statistics
TL;DR: In this article, a contexte general and dans divers cases particuliers on calcule l'ordre en probabilite de la difference entre des racines consistantes d'equations d'estimation rivales.
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Instrumental variable estimation in the presence of many moment conditions
TL;DR: In this article, a two-step process of shrinking some of the OLS coefficient estimates from the regression of the endogenous variables on the instruments, then using the predicted values of the injected endogenous variables (based on the shrunk coefficient estimates) as the instruments is proposed.
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Comparing Single-Equation Estimators in a Simultaneous Equation System
TL;DR: In this article, a comparison of estimators is made on the basis of their mean squared errors and their concentrations of probability computed by means of asymptotic expansions of their distributions when the disturbance variance tends to zero and alternatively when the sample size increases indefinitely.