Dominance of double k-class estimators in simultaneous equations

zbMath0456.62083MaRDI QIDQ1150987

S. H. Smith

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

biasmean squared error matrixcovariance matrix of reduced form disturbancesdouble k-class estimatorssimultaneous linear stochastic equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Related Items (2)

Exact finite sample properties of double k-class estimators in simultaneous equations ⋮ A note on the double \(k\)-class estimator in simultaneous equations.

Cites Work

• Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
• Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
• The Asymptotic Bias and Mean-Squared Error of Double K-Class Estimators When the Disturbances are Small
• Finite-Sample Properties of the k-Class Estimators

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