Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations

DOI10.1016/0304-4076(90)90005-EzbMath0705.62066MaRDI QIDQ918094

Ralph Friedmann

Publication date: 1990

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

mean square errorleast squares estimatorfinite-sample biassimultaneous equation modelinequalities for confluent hypergeometric functionslinear functional errors-in-variables modelslope coefficient

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Confluent hypergeometric functions, Whittaker functions, ({}_1F_1) (33C15)

Related Items (1)

Asymptotic efficiency properties of least squares in an ultrastructural model

Cites Work

• Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
• A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
• Least Squares and Grouping Method Estimators in the Errors in Variables Model
• A Note on Estimation in Straight Line Regression When Both Variables are Subject to Error
• Finite-Sample Properties of the k-Class Estimators
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