The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators

1 September 1970

journal article
Published by JSTOR in Econometrica

Vol. 38 (5) , 742
https://doi.org/10.2307/1912204

Abstract

In this paper a distribution sampling study consisting of four major experiments is described. The L1 norm is employed in two new estimating techniques, direct ...

Keywords

SMALL SAMPLE
ABSOLUTE ESTIMATORS
SIMULTANEOUS EQUATION
ESTIMATORS VIS
SQUARES ESTIMATORS
SAMPLE PROPERTIES

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