Dominance of double k-class estimators in simultaneous equations

MaRDI QIDQ1150987zbMATH OpenFDO

Authors S. H. Smith

Publication date 1980

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

biascovariance matrix of reduced form disturbancesdouble k-class estimatorsmean squared error matrixsimultaneous linear stochastic equations

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to economics (62P20)

Cites work

• Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
• Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
• Finite-Sample Properties of the k-Class Estimators
• The Asymptotic Bias and Mean-Squared Error of Double K-Class Estimators When the Disturbances are Small

Cited in

(2)

• Exact finite sample properties of double k-class estimators in simultaneous equations
• A note on the double \(k\)-class estimator in simultaneous equations.

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