An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator

DOI10.2307/1913883zbMath0269.62087OpenAlexW2064195081MaRDI QIDQ5686854

Donald H. Ebbeler, James B. McDonald

Publication date: 1973

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1913883

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Exact distribution theory in statistics (62E15) Classical hypergeometric functions, ({}_2F_1) (33C05)

Related Items (1)

Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system

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