Unele elemente privind normalitatea estimatorilor bazaţi pe ecuaţie unică
Journal Title: Revista Romana de Statistica - Year 2016, Vol 64, Issue 2
Abstract
În acest articol, autorii se concentrează asupra normalităţii asimptotice a estimatorului LIML, a LIML proiectat de Fuller şi pe ajustarea 2-stage a celor mai mici pătrate (B2SLS). Sunt prezentate şi discutate ipotezele corespunzătoare, apoi sunt definite teoremele pentru estimatori.
Authors and Affiliations
Constantin ANGHELACHE, Mădălina Gabriela ANGHEL, Gyorgy BODO, Cristina SACALĂ
Keywords
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