A study of estimator densities and performance under misspecification

DOI10.1016/0304-4076(81)90033-6zbMath0474.62107OpenAlexW2089937086MaRDI QIDQ1158920

George F. jun. Rhodes, M. Daniel Westbrook

Publication date: 1981

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(81)90033-6

zbMATH Keywords

ordinary least squarestwo stage least squaresexact density functionsreducing biases

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15)

Related Items (3)

A study of estimator densities and performance under misspecification ⋮ Finite-sample properties of single-equation estimators under structural change ⋮ Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models

Cites Work

• Unnamed Item
• A study of estimator densities and performance under misspecification
• A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified Cases
• Finite Sample Analysis of Misspecification in Simultaneous Equation Models
• A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
• Finite-Sample Properties of the k-Class Estimators
• The Non-Central Wishart Distribution and Certain Problems of Multivariate Statistics

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