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

DOI10.2307/2525733MaRDI QIDQ4052979zbMATH OpenOpenAlexFDO

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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