Exact finite sample properties of double k-class estimators in simultaneous equations
- 31 July 1984
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 25 (3) , 263-283
- https://doi.org/10.1016/0304-4076(84)90002-2
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- Dominance of doublek-class estimators in simultaneous equationsAnnals of the Institute of Statistical Mathematics, 1980
- A Numerical Comparison of Exact, Large-Sample and Small-Disturbance Appoximations of Properties of k-Class EstimatorsInternational Economic Review, 1980
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation modelJournal of Econometrics, 1978
- The Asymptotic Bias and Mean-Squared Error of Double K-Class Estimators When the Disturbances are SmallInternational Economic Review, 1974
- Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic ExpansionsEconometrica, 1973
- Finite-Sample Properties of the k-Class EstimatorsEconometrica, 1972
- Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample PropertiesInternational Economic Review, 1962