Some small-sample properties of instrumental-variables estimators of block triangular models
DOI10.1016/0378-3758(95)00054-2zbMath0852.62096OpenAlexW1985832812MaRDI QIDQ1918158
Publication date: 5 September 1996
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(95)00054-2
exact distributiontriangular modelsmean square error matrixerror covariance matricesapproximate distributionsinstrumental-variables estimatorlinear, simultaneous equations models
Applications of statistics to economics (62P20) Point estimation (62F10) Approximations to statistical distributions (nonasymptotic) (62E17)
Cites Work
- The exact distribution of exogenous variable coefficient estimators
- Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
- The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- Econometric Estimators and the Edgeworth Approximation
- Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
- On the Estimation of Triangular Structural Systems
- Minimum Second Moment Estimation in Simultaneous Equation Systems
- The Validity of Nagar's Expansion for the Moments of Econometric Estimators
- The Choice of Instrumental Variables in the Estimation of Economy-Wide Econometric Models
- A General Approximation to the Distribution of Instrumental Variables Estimates
- Comparison of k-Class Estimators When the Disturbances Are Small
- Finite-Sample Properties of the k-Class Estimators
This page was built for publication: Some small-sample properties of instrumental-variables estimators of block triangular models
