@article{87189ff589db47478cd8590803c88c06,
title = "Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system",
abstract = "In this paper asymptotic expansions are derived for the density functions of the TSLS and LIML estimates of coefficients in a simultaneous equation system when the sample size increases and the effect of the exogenous variables increases along the sample size. These approximations are used to compare the asymptotic moments of the TSLS and LIML estimates and the concentration of probability around the true value of the estimates.",
author = "Yasunori Fujikoshi and Kimio Morimune and Naoto Kunitomo and Masanobu Taniguchi",
note = "Funding Information: *This work was supported by National Science Foundation Grant SOC77-14944 at the Institute for Mathematical Studies in the Social Sciences, Stanford University, and N.S.F. Grant SOC76-22232 at the University ofIllinois at Urbana-Champaign. The authors wish to thank Professor Theodore W. Anderson and the referees for valuable comments to this paper. An earlier version was read at the conference on statistical inference held at the Kyoto University in October 1978.",
year = "1982",
month = feb,
doi = "10.1016/0304-4076(82)90035-5",
language = "English",
volume = "18",
pages = "191--205",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",
number = "2",
}