Accession Number:

AD0706310

Title:

THE COVARIANCE MATRIX OF THE LIMITED INFORMATION ESTIMATOR AND THE IDENTIFICATION TEST: COMMENT,

Descriptive Note:

Corporate Author:

CENTER FOR NAVAL ANALYSES ARLINGTON VA

Personal Author(s):

Report Date:

1970-05-14

Pagination or Media Count:

10.0

Abstract:

In their article, Liu and Breen propose a new estimator of the large-sample asymptotic covariance matrix for the limited information maximum likelihood estimator in simultaneous equations, and question the interpretation of a statistic used in the past to test overidentifying restrictions. The present paper comments on this matter.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE