The Relative Sensitivity to Specification Error of Different k-Class Estimators

DOI10.2307/2282823MaRDI QIDQ5521175zbMATH OpenOpenAlexFDO

Authors Franklin M. Fisher

Publication date 1966

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2282823

zbMATH Keywords

statistics

Cited in

(3)

• The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors
• Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models
• The structure of simultaneous equations estimators

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