A comparison of estimators for undersized samples

DOI10.1016/0304-4076(80)90088-3MaRDI QIDQ1145464zbMATH OpenOpenAlexFDO

Authors P. A. V. B. Swamy

Publication date 1980

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

Full work available at URL https://doi.org/10.1016/0304-4076(80)90088-3

zbMATH Keywords

simultaneous equations modelreduced form parametersundersized samplescomparison of estimatorsa priori restrictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• A NOTE ON THE UNDERSIZED SAMPLE PROBLEM IN ECONOMETRICS
• A note on minimum average risk estimators for coefficients in linear models
• A random coefficient approach to seasonal adjustment of economic time series
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• Asymptotic Theory and Large Models
• Bayesian Limited Information Analysis of the Simultaneous Equations Model
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Estimation of common coefficients in two regression equations
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
• Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• Minimum average risk estimators for coefficients in linear models
• On Least Squares with Insufficient Observations
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• On the existence of moments of partially restricted reduced form coefficients
• Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
• The Choice of Instrumental Variables in the Estimation of Economy-Wide Econometric Models
• The Estimation of Simultaneous Equation Models with Lagged Endogenous Variables and First Order Serially Correlated Errors
• The Use of Undersized Samples in the Estimation of Simultaneous Equation Systems
• Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
• Two methods of evaluating hoerl and kennard's ridge regression

Cited in

(4)

• Bayesian analysis in econometrics
• Linear prediction and estimation methods for regression models with stationary stochastic coefficients
• On the existence of moments of partially restricted reduced form estimators. A comment
• A new proof for Decell's finite algorithm for generalized inverses

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