Dominance of double k-class estimators in simultaneous equations
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Publication:1150987
zbMath0456.62083MaRDI QIDQ1150987
Publication date: 1980
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
bias; mean squared error matrix; covariance matrix of reduced form disturbances; double k-class estimators; simultaneous linear stochastic equations