Finite-Sample Properties of the k-Class Estimators
From MaRDI portal
Publication:5674271
DOI10.2307/1912960zbMath0258.62067OpenAlexW1984852304MaRDI QIDQ5674271
Publication date: 1972
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912960
Related Items (40)
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Moments of the ratio of two dependent quadratic forms ⋮ The existence of moments of ridge-like k-class and partially restricted reduced form estimators ⋮ Adaptive unified biased estimators of parameters in linear model ⋮ Some Recent Developments in Econometric Inference ⋮ Some small-sample properties of instrumental-variables estimators of block triangular models ⋮ The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches ⋮ Adaptive k-class estimation in high-dimensional linear models ⋮ The exact moments of OLS in dynamic regression models with non-normal errors ⋮ Exact moments of lawless and wang's operational ridge regression estimator ⋮ A ridge-like method for simultaneous estimation of simultaneous equations ⋮ Bias in local projections ⋮ On the existence of moments of partially restricted reduced form coefficients ⋮ Dominance of double k-class estimators in simultaneous equations ⋮ Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 ⋮ A study of estimator densities and performance under misspecification ⋮ Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations ⋮ Correction to: Improved Stein-rule estimator for regression problems ⋮ A note on moments of k-class estimators for negative k ⋮ On a pooled estimator and its finite-sample moments ⋮ COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ On the moments of ratios of quadratic forms in normal random variables ⋮ GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS ⋮ Improved Stein-rule estimator for regression problems ⋮ The mean square error of a combined estimator and numerical comparison with the TSLS estimator ⋮ Operational ridge regression estimators under the prediction goal ⋮ On the calculation of the moments of several econometric estimators ⋮ Notes on bias in estimators for simultaneous equation models. ⋮ The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model ⋮ The exact moments of the least squares estimator for the autoregressive model ⋮ Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach ⋮ Optimal instruments when the disturbances are small ⋮ On the expectation of a ratio of quadratic forms in normal variables ⋮ Some finite sample properties of generalized ridge regression estimators ⋮ The moments of OLS and 2SLS when the disturbances are non-normal ⋮ The accuracy of the higher order bias approximation for the 2SLS estimator ⋮ The graph of the k-class estimator. An algebraic and statistical interpretation ⋮ Exact finite sample properties of double k-class estimators in simultaneous equations ⋮ A note on the double \(k\)-class estimator in simultaneous equations.
This page was built for publication: Finite-Sample Properties of the k-Class Estimators
