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On Certain Small Sample Properties of k-Class Estimators

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Publication:5330999
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DOI10.2307/2525625zbMath0125.37205OpenAlexW2328392470MaRDI QIDQ5330999

Richard E. Quandt

Publication date: 1965

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525625


zbMATH Keywords

statistics



Related Items (5)

A Monte Carlo study of some limited and full information simultaneous equation estimators with normal and nonnormal autocorrelated disturbances ⋮ A classified bibliography of Monte Carlo studies in econometrics ⋮ New Bayesian approach to the estimation in simultaneous equations model ⋮ On the computational competitiveness of full-information maximum- likelihood and three-stage least-squares in the estimation of nonlinear, simultaneous-equations models ⋮ A monte carlo study of collinearity in linear simultaneous equation models∗




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