Finite-Sample Properties of the k-Class Estimators

Cited In (42)

Computing moments of ratios of quadratic forms in normal variables
A note on the double \(k\)-class estimator in simultaneous equations.
The exact moments of OLS in dynamic regression models with non-normal errors
Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1
The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model
Optimal instruments when the disturbances are small
Adaptive unified biased estimators of parameters in linear model
Adaptive k-class estimation in high-dimensional linear models
Notes on bias in estimators for simultaneous equation models.
The exact moments of the least squares estimator for the autoregressive model
Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
The accuracy of the higher order bias approximation for the 2SLS estimator
COMPUTATIONALLY EFFICIENT RECURSIONS FOR TOP-ORDER INVARIANT POLYNOMIALS WITH APPLICATIONS
A ridge-like method for simultaneous estimation of simultaneous equations
On the existence of moments of partially restricted reduced form coefficients
Improved Stein-rule estimator for regression problems
Some small-sample properties of instrumental-variables estimators of block triangular models
A study of estimator densities and performance under misspecification
The mean square error of a combined estimator and numerical comparison with the TSLS estimator
The graph of the k-class estimator. An algebraic and statistical interpretation
Correction to: Improved Stein-rule estimator for regression problems
Yule's ``Nonsense correlation: moments and density
On the calculation of the moments of several econometric estimators
The moments of OLS and 2SLS when the disturbances are non-normal
On a pooled estimator and its finite-sample moments
Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
On the moments of ratios of quadratic forms in normal random variables
Some finite sample properties of generalized ridge regression estimators
A note on moments of k-class estimators for negative k
Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations
Exact finite sample properties of double k-class estimators in simultaneous equations
From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more
Dominance of double k-class estimators in simultaneous equations
Exact moments of lawless and wang's operational ridge regression estimator
Local projections vs. VARs: lessons from thousands of DGPs
The existence of moments of ridge-like k-class and partially restricted reduced form estimators
On the expectation of a ratio of quadratic forms in normal variables
Moments of the ratio of two dependent quadratic forms
Bias in local projections
Some Recent Developments in Econometric Inference
Operational ridge regression estimators under the prediction goal

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