The moments of ols and 2sls when the disturbances are non-normal
- 31 January 1985
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 27 (1) , 39-60
- https://doi.org/10.1016/0304-4076(85)90043-0
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
- A note on finite sample analysis of misspecification in simultaneous equation modelsEconomics Letters, 1982
- Finite Sample Analysis of Misspecification in Simultaneous Equation ModelsJournal of the American Statistical Association, 1980
- Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to ConsumeThe Review of Economic Studies, 1980
- Statistical distributions in univariate and multivariate Edgeworth populationsBiometrika, 1976
- Regions of positive and unimodal series expansion of the Edgeworth and Gram-Charlier approximationsBiometrika, 1972
- Finite-Sample Properties of the k-Class EstimatorsEconometrica, 1972
- The conditions under which Gram-Charlier and Edgeworth curves are positive definite and unimodalBiometrika, 1952