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.
Descriptors:
Subject Categories:
- Statistics and Probability