Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments

Approximate Distributions of the Likelihood Ratio Statistic in a Structural Equation with Many Instruments

This paper studies properties of the likelihood ratio (LR) tests associated with the limited information maximum likelihood (LIML) estimators in a structural form estimation when the number of instrumental variables is large. Two types of asymptotic theories are developed to approximate the distribution of the likelihood ratio (LR) statistic under the null hypothesis H0 : β = β0: a (large sampl...

a structural survey of the polish posters

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On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments

We compare four different estimation methods for the coefficients of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the semi-parametric estimation methods we consider the maximum empirical likelihood (MEL) estimator and the generali...

An Optimal Property of the Likelihood Ratio Statistic

an investigation of the types of text reduction in subtitling: a case study of the persian film gilaneh with english subtitles

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