Econometrica: May 1977, Volume 45, Issue 4

Some Properties of a Modification of the Limited Information Estimator

https://doi.org/0012-9682(197705)45:4<939:SPOAMO>2.0.CO;2-0
p. 939-954

Wayne A. Fuller

Modifications of the limited information estimator and of the fixed k-class estimator that possess finite moments are presented. It is demonstrated that, through terms of O(T^-^2) where T is the sample size, the fixed k-class estimator is dominated by the modification of the limited information estimator.

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