On the existence of moments of partially restricted reduced form coefficients
From MaRDI portal
Publication:1150225
DOI10.1016/0304-4076(80)90089-5zbMath0455.62027OpenAlexW2042733098MaRDI QIDQ1150225
P. A. V. B. Swamy, Jatinder S. Mehta
Publication date: 1980
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(80)90089-5
existence of moments of partially restricted reduced form coefficientsridgelike Bayesian estimators of structural coefficients
Related Items (5)
The existence of moments of ridge-like k-class and partially restricted reduced form estimators ⋮ A comparison of estimators for undersized samples ⋮ A note on the moments of partially restricted reduced forms ⋮ On the existence of moments of partially restricted reduced form estimators. A comment ⋮ A note on the unbiasedness of Swamy's estimator for the random coefficient regression model
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model
- The bias and mean squared error of forecasts from partially restricted reduced form
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
- The Covariance Matrices of Reduced-Form Coefficients and of Forecasts for a Structural Econometric Model
- A Stochastic Optimal Control Technique for Models with Estimated Coefficients
- Linear Combinations of Non-Central Chi-Square Variates
- Finite-Sample Properties of the k-Class Estimators
- The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators
This page was built for publication: On the existence of moments of partially restricted reduced form coefficients
