Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations

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Note (General)：: application/pdfRevised version of CIRJE-F-237(2003); forthcoming in Journal of Multivariate Analysis.本文フィルはリンク先を参照のこと

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Material Type: 文書・図像類
Title: Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations
Author/Editor: Kunitomo, Naoto
Yukitoshi, Matsushita
Author Heading: Kunitomo, Naoto
Yukitoshi, Matsushita
Publication, Distribution, etc.: 日本経済国際共同センター
Publication Date: 2009-02
Publication Date (W3CDTF): 2009-02
Periodical title: Discussion paper series. CIRJE-F
No. or year of volume/issue: CIRJE-F-611
Volume: CIRJE-F-611
Text Language Code: eng
Subject Heading: Asymptotic Expansions
Empirical Likelihood
Estimating Equation
Generalized Method of Moments
Limited Information Maximum Likelihood
Two-Stage Least Squares
Linear Simultaneous Equations
Reduced Rank Regression
NDC: 335
Target Audience: 一般
Note (General): application/pdf
Revised version of CIRJE-F-237(2003); forthcoming in Journal of Multivariate Analysis.
本文フィルはリンク先を参照のこと
Related Material (URI): URI
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf611ab.html
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 東京大学 : 東京大学学術機関リポジトリ