Double k-Class Estimators of Parameters in Simultaneous Equations and Their Small Sample Properties

DOI10.2307/2525422zbMATH Open0109.13001OpenAlexW1969914356MaRDI QIDQ3845775FDOQ3845775

Anirudh L. Nagar

Publication date: 1962

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525422

zbMATH Keywords

statistics

Cited In (8)

• A note on the double \(k\)-class estimator in simultaneous equations.
• Bayesian and classical approaches to instrumental variable regression
• Moments of the ratio of quadratic forms in non-normal variables with econometric examples
• Exact finite sample properties of double k-class estimators in simultaneous equations
• Dominance of double k-class estimators in simultaneous equations
• K-matrix-class estimators and the full-information maximum-likelihood estimator as a special case
• Optimizing in the class of Fuller modified limited information maximum likelihood estimators
• The bias of generalized double k-class estimators

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