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

DOI10.2307/2525422MaRDI QIDQ3845775zbMATH OpenOpenAlexFDO

Authors 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)

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

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