caa a22 4500 386371881 CHVBK 20180307112001.0 cr unu---uuuuu 161130e198904 xx s 000 0 eng 10.1017/S0266466600012251 doi S0266466600012251 pii (NATIONALLICENCE)cambridge-10.1017/S0266466600012251 Hodoshima Jiro Nanzan University Effect of Nonnormality on the Estimation of a Single Structural Equation with Structural Change [Elektronische Daten] [Jiro Hodoshima] Effect of nonnormality on the asymptotic property of three estimators of a single structural equation with structural change is examined. The three estimators are the limited information maximum likelihood estimator, derived under normality and equality of structural variances in different samples, given by Hodoshima, a two-stage least squares type estimator due to Barten and Bronsard, and a minimum distance estimator presented here. Normality is relaxed but the equality assumption of structural variances is retained. Under nonnormality the limited information maximum likelihood estimator is consistent but may not be efficient relative to the Barten and Bronsard's estimator. A sufficient condition is given under which the limited information maximum likelihood estimator dominates the Barten and Bronsard's estimator in terms of the asymptotic covariance matrix. The minimum distance estimator dominates other estimators. Copyright © Cambridge University Press 1989 Econometric Theory Cambridge University Press 5/1(1989-04), 53-62 0266-4666 5:1<53 1989 5 ECT https://doi.org/10.1017/S0266466600012251 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1017/S0266466600012251 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Hodoshima Jiro Nanzan University NATIONALLICENCE 773 0- Econometric Theory Cambridge University Press 5/1(1989-04), 53-62 0266-4666 5:1<53 1989 5 ECT CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-cambridge