The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators

DOI10.2307/1912204zbMath0205.46203OpenAlexW2025827723MaRDI QIDQ5605545

J. G. Hunt, F. R. Glahe

Publication date: 1970

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1912204

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Point estimation (62F10)

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