Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown
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Publication:5604279
DOI10.2307/1909558zbMath0204.52004OpenAlexW2010328139MaRDI QIDQ5604279
Publication date: 1970
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1909558
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HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS ⋮ On skewness and kurtosis of econometric estimators ⋮ Bias in local projections ⋮ Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions ⋮ OPTIMAL BANDWIDTH CHOICE FOR ESTIMATION OF INVERSE CONDITIONAL–DENSITY–WEIGHTED EXPECTATIONS ⋮ A note on the efficiency of the Zellner's seemingly unrelated regressions estimator ⋮ Optimal instruments when the disturbances are small ⋮ Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
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