A comparison of estimators for undersized samples
From MaRDI portal
Publication:1145464
DOI10.1016/0304-4076(80)90088-3zbMath0445.62118OpenAlexW2010018309MaRDI QIDQ1145464
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
simultaneous equations modelreduced form parametersundersized samplescomparison of estimatorsa priori restrictions
Related Items (4)
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 ⋮ Bayesian analysis in econometrics ⋮ A new proof for Decell's finite algorithm for generalized inverses
Cites Work
- On the existence of moments of partially restricted reduced form coefficients
- Linear prediction and estimation methods for regression models with stationary stochastic coefficients
- A random coefficient approach to seasonal adjustment of economic time series
- On the efficient estimation methods for the macro-economic models nonlinear in variables
- Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
- Estimation of common coefficients in two regression equations
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
- Three Stage Least Squares and Some Extensions where the Structural Disturbance Covariance Matrix May Be Singular
- Bayesian Limited Information Analysis of the Simultaneous Equations Model
- An Indirect Least Squares Estimator for Overidentified Equations
- Finite Sample Properties of Instrumental Variable Estimators of Structural Coefficients
- Asymptotic Theory and Large Models
- Minimum average risk estimators for coefficients in linear models
- A note on minimum average risk estimators for coefficients in linear models
- Two methods of evaluating hoerl and kennard's ridge regression
- Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
- A NOTE ON THE UNDERSIZED SAMPLE PROBLEM IN ECONOMETRICS
- The Choice of Instrumental Variables in the Estimation of Economy-Wide Econometric Models
- On Least Squares with Insufficient Observations
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: A comparison of estimators for undersized samples