The Existence of Moments of k-Class Estimators
From MaRDI portal
Publication:3851453
DOI10.2307/1912027zbMath0418.62047OpenAlexW2077236912MaRDI QIDQ3851453
Publication date: 1980
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912027
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Stochastic matrices (15B51)
Related Items
Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small, The existence of moments of ridge-like k-class and partially restricted reduced form estimators, OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION, Using invalid instruments on purpose: focused moment selection and averaging for GMM, Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models, The exact multi-period mean-square forecast error for the first-order autoregressive model, The bias to order \(T^{-2}\) for the general \(k\)-class estimator in a simultaneous equation model, Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates, Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator, SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION, Finite-sample properties of single-equation estimators under structural change, Optimizing in the class of Fuller modified limited information maximum likelihood estimators, The accuracy of the higher order bias approximation for the 2SLS estimator, Smoothed GMM for quantile models, An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models, Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior, Location Properties of Point Estimators in Linear Instrumental Variables and Related Models, The bias of the 2SLS variance estimator
