Finite-Sample Properties of the k-Class Estimators

Cited in

(42)

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

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