The Asymptotic Bias and Mean-Squared Error of Double K-Class Estimators When the Disturbances are Small

DOI10.2307/2525733zbMATH Open0298.62029OpenAlexW2049562091MaRDI QIDQ4052979FDOQ4052979

Authors: George F. jun. Brown, Joseph B. Kadane, John G. Ramage 

Publication date: 1974

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

Full work available at URL: https://doi.org/10.2307/2525733

Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of statistics to economics (62P20)

Cited In (3)

• Optimal instruments when the disturbances are small
• Exact finite sample properties of double k-class estimators in simultaneous equations
• Dominance of double k-class estimators in simultaneous equations

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