The mean square error of a combined estimator and numerical comparison with the TSLS estimator

DOI10.1016/0304-4076(73)90014-6zbMATH Open0274.62076OpenAlexW1982389590MaRDI QIDQ2265253FDOQ2265253

Authors: Takamitsu Sawa 

Publication date: 1973

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

Full work available at URL: https://doi.org/10.1016/0304-4076(73)90014-6

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Finite-Sample Properties of the k-Class Estimators
• A Monte Carlo Study of Alternative Simultaneous Equation Estimators
• Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
• Comparison of k-Class Estimators When the Disturbances Are Small
• Almost Unbiased Estimator in Simultaneous Equations Systems

Cited In (6)

• Combining estimators to improve structural model estimation and inference under quadratic loss
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models
• Estimation of the covariance matrix of structural disturbances in a complete equation system
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Bayesian and classical approaches to instrumental variable regression
• A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions

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