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The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
Home
Publications
The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
The Small Sample Properties of Simultaneous Equation Least Absolute Estimators vis-a-vis Least Squares Estimators
FG
Fred R. Glahe
Fred R. Glahe
JH
Jerry G. Hunt
Jerry G. Hunt
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1 September 1970
journal article
Published by
JSTOR
in
Econometrica
Vol. 38
(5)
,
742
https://doi.org/10.2307/1912204
Abstract
In this paper a distribution sampling study consisting of four major experiments is described. The L1 norm is employed in two new estimating techniques, direct ...
Keywords
SMALL SAMPLE
ABSOLUTE ESTIMATORS
SIMULTANEOUS EQUATION
ESTIMATORS VIS
SQUARES ESTIMATORS
SAMPLE PROPERTIES
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Open Access
Cited by 26 articles