Chapter 8 Exact small sample theory in the simultaneous equations model
- 1 January 1983
- book chapter
- Published by Elsevier in Handbook of Econometrics
Abstract
No abstract availableThis publication has 99 references indexed in Scilit:
- Finite Sample Analysis of Misspecification in Simultaneous Equation ModelsJournal of the American Statistical Association, 1980
- Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter SequencesJournal of the American Statistical Association, 1980
- A Note on the Distribution Functions of LIML and 2SLS Structural Coefficient in the Exactly Identified CaseJournal of the American Statistical Association, 1979
- Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric ModelsJournal of the American Statistical Association, 1979
- Least Squares and Grouping Method Estimators in the Errors in Variables ModelJournal of the American Statistical Association, 1970
- The Exact Sampling Distribution of Ordinary Least Squares and Two-Stage Least Squares EstimatorsJournal of the American Statistical Association, 1969
- A Note on the Exact Distributions of the Gcl Estimators in Two Leading over Identified CasesJournal of the American Statistical Association, 1963
- A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation CaseJournal of the American Statistical Association, 1963
- A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Over-Identified CasesJournal of the American Statistical Association, 1961
- Methods of Measuring the Marginal Propensity to ConsumeJournal of the American Statistical Association, 1947