Exact finite sample properties of double k-class estimators in simultaneous equations

DOI10.1016/0304-4076(84)90002-2zbMath0562.62098OpenAlexW2025272994MaRDI QIDQ1057033

J. Blot

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90002-2

zbMATH Keywords

simultaneous equationsstructural equationdouble k-class estimatorexact finite sample propertiesexplanatory endogenous variablesmean squared error matrix criteria

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

On the expectation of a ratio of quadratic forms in normal variables ⋮ A note on the double \(k\)-class estimator in simultaneous equations.

Cites Work

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• Dominance of double k-class estimators in simultaneous equations
• A note on moments of k-class estimators for negative k
• The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
• Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties
• A Numerical Comparison of Exact, Large-Sample and Small-Disturbance Appoximations of Properties of k-Class Estimators
• The Asymptotic Bias and Mean-Squared Error of Double K-Class Estimators When the Disturbances are Small
• Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
• Finite-Sample Properties of the k-Class Estimators

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