Some elements about normality of single-equation estimators
Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 2
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.
Authors and Affiliations
Constantin ANGHELACHE, Mădălina Gabriela ANGHEL, Gyorgy BODO, Cristina SACALĂ
Keywords
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