An Asymptotic Expansion of the Distribution of the Limited Information Maximum Likelihood Estimate of a Coefficient in a Simultaneous Equation System

An Introduction to Multivariate Statistical Analysis

1986 • 9,529 citations

Introduction to Multivariate Statistical Analysis.

1959 • 3,939 citations

A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations

1952 • 3,575 citations

Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1949 • 1,471 citations

Economic Forecasts and Policy

1962 • 1,020 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

A Generalized Classical Method of Linear Estimation of Coefficients in a Structural Equation

1957 • 409 citations

The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

1950 • 334 citations

Economic Forecasts and Policy.

1959 • 325 citations

Comparison of k-Class Estimators When the Disturbances Are Small

1971 • 174 citations

The Exact Distribution of a Structural Coefficient Estimator

1968 • 127 citations

The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares Estimators

1969 • 124 citations

Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions

1973 • 92 citations

The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables

1972 • 92 citations

A General Approximation to the Distribution of Instrumental Variables Estimates

1971 • 87 citations

Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-Stage Least-Squares Estimators in the Case of Two Included Endogenous Variables

1973 • 20 citations