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- W637423049 abstract "a recent paper [same journal Ser. B 45 (1983), no. 3, 389–397; MR0752266 (85m:62236)], P. A. V. B. Swamy , J. S. Mehta and Iyengar modified the classical LIML estimator and proved the finiteness of the moments of their estimator. In this note, a further modification is introduced through a simple adjustment. This adjusted LIML estimator not only possesses finite moments but also overcomes certain limitations of the Swamy-Mehta- Iyengar estimator. A simple numerical example is provided to illustrate the various steps involved in the estimation process.''" @default.
- W637423049 created "2016-06-24" @default.
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- W637423049 date "1984-01-01" @default.
- W637423049 modified "2023-09-27" @default.
- W637423049 title "A note on modified LIML estimators" @default.
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