A note on the double \(k\)-class estimator in simultaneous equations.

DOI10.1016/S0304-4076(01)00107-5zbMath1099.62549MaRDI QIDQ1867713

Chuanming Gao, Kajal Lahiri

Publication date: 2 April 2003

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

zbMATH Keywords

errorLimited informationFinite sampleMean squaredSimultaneous equations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

Cites Work

• Exact finite sample properties of double k-class estimators in simultaneous equations
• Dominance of double k-class estimators in simultaneous equations
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
• Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
• A Numerical Comparison of Exact, Large-Sample and Small-Disturbance Appoximations of Properties of k-Class Estimators
• Finite-Sample Properties of the k-Class Estimators
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