LIML: RATS procedure to perform limited information maximum likelihood estimation

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: LIML does limited information maximum likelihood estimation of a linear regression equation. Before using this, you should set the instrument set using INSTRUMENTS.

Language: RATS
Requires: RATS 7.00
Keywords: Limited information maximum likelihood; LIML (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/liml.src (text/plain)

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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rts00103

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