Exact finite sample properties of double k-class estimators in simultaneous equations
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Publication:1057033
DOI10.1016/0304-4076(84)90002-2zbMath0562.62098MaRDI QIDQ1057033
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
simultaneous equations; structural equation; double k-class estimator; exact finite sample properties; explanatory endogenous variables; mean squared error matrix criteria
62P20: Applications of statistics to economics