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MAXIMUM LIKELIHOOD ESTIMATION FULL INFORMATION
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analysis assume assumptions 2.8 asymptotic asymptotic variance autocorrelated Basmann c-class estimators calculate canonical correlation canonical correlation coefficients Chapter compact model consider consistent estimators convergence correlation coefficient corresponding deduce defined definition degrees of freedom deleted diagonal Differentiating discussion dL/da Econ econometric econometric model Econometrica economic endogenous equa esti estimating equations exogenous variables F statistic functional equations given i/)th element Inst inverse matrix just-identified equation Koopmans latent root latent vectors least squares estimators likelihood function linear linearly Math mators maximum likelihood estimators measure method multivariate non-singular non-singular matrix null hypothesis obtained over-identified parameter space partitioning previous section rank regression require restrictions result right-hand side rows and columns satisfied simultaneous equations single equation single-equation least squares Stat stochastically dependent equations structural errors symmetric matrix temporal models test statistic Theil theorem 3.1 three-stage least squares time-series tion transformation two-stage estimators two-stage least squares unknown parameters variates whence