-
1
-
-
70350116909
-
On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
-
Amemiya T. On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation. International Economic Review 7 (1966) 283-303
-
(1966)
International Economic Review
, vol.7
, pp. 283-303
-
-
Amemiya, T.1
-
2
-
-
0001835047
-
Estimation of Linear Functional Relationships: Approximate Distribution and Connections with Simultaneous Equations in Econometrics
-
Anderson T.W. Estimation of Linear Functional Relationships: Approximate Distribution and Connections with Simultaneous Equations in Econometrics. Journal of the Royal Statistical Society B38 (1976) 1-36
-
(1976)
Journal of the Royal Statistical Society
, vol.B38
, pp. 1-36
-
-
Anderson, T.W.1
-
3
-
-
0008780891
-
Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences
-
Anderson T.W. Asymptotic Expansions of the Distributions of Estimates in Simultaneous Equations for Alternative Parameter Sequences. Econometrica 45 (1977) 509-518
-
(1977)
Econometrica
, vol.45
, pp. 509-518
-
-
Anderson, T.W.1
-
4
-
-
0039800785
-
Some Recent Developments on the Distributions of Single-Equation Estimators
-
(forthcoming). Hildebrand W. (Ed), North-Holland Publishing Co., Amsterdam
-
(forthcoming). Anderson T.W. Some Recent Developments on the Distributions of Single-Equation Estimators. In: Hildebrand W. (Ed). Advances in Econometrics (1982), North-Holland Publishing Co., Amsterdam
-
(1982)
Advances in Econometrics
-
-
Anderson, T.W.1
-
5
-
-
70350096353
-
Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
-
The Economic Series, Stanford University
-
The Economic Series. Anderson T.W., Kunitomo N., and Sawa T. Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator. Technical Report No. 319 (1980), Stanford University
-
(1980)
Technical Report No. 319
-
-
Anderson, T.W.1
Kunitomo, N.2
Sawa, T.3
-
7
-
-
0001779878
-
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
-
Anderson T.W., and Rubin H. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations. Annals of Mathematical Statistics 20 (1949) 46-63
-
(1949)
Annals of Mathematical Statistics
, vol.20
, pp. 46-63
-
-
Anderson, T.W.1
Rubin, H.2
-
8
-
-
0001418630
-
The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
-
Anderson T.W., and Rubin H. The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations. Annals of Mathematical Statistics 21 (1950) 570-582
-
(1950)
Annals of Mathematical Statistics
, vol.21
, pp. 570-582
-
-
Anderson, T.W.1
Rubin, H.2
-
9
-
-
0039971752
-
Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions
-
Anderson T.W., and Sawa T. Distributions of Estimates of Coefficients of a Single Equation in a Simultaneous System and Their Asymptotic Expansions. Econometrica 41 (1973) 683-714
-
(1973)
Econometrica
, vol.41
, pp. 683-714
-
-
Anderson, T.W.1
Sawa, T.2
-
10
-
-
70350090119
-
Distribution of a Maximum Likelihood Estimate of a Slope Coefficient: The LIML Estimate for Known Covariance Matrix
-
IMSSS, Stanford University
-
Anderson T.W., and Sawa T. Distribution of a Maximum Likelihood Estimate of a Slope Coefficient: The LIML Estimate for Known Covariance Matrix. Technical Report no. 174 (1975), IMSSS, Stanford University
-
(1975)
Technical Report no. 174
-
-
Anderson, T.W.1
Sawa, T.2
-
11
-
-
70350091384
-
Numerical Evaluation of the Exact and Approximate Distribution Functions of the Two Stage Least Squares Estimate
-
Anderson T.W., and Sawa T. Numerical Evaluation of the Exact and Approximate Distribution Functions of the Two Stage Least Squares Estimate. Stanford Economic Series Technical Report no. 239 (1977)
-
(1977)
Stanford Economic Series Technical Report no. 239
-
-
Anderson, T.W.1
Sawa, T.2
-
12
-
-
0010703733
-
Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
-
Anderson T.W., and Sawa T. Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate. Econometrica 47 (1979) 163-182
-
(1979)
Econometrica
, vol.47
, pp. 163-182
-
-
Anderson, T.W.1
Sawa, T.2
-
13
-
-
36148945736
-
A Note on the Statistical Estimation of Demand and Supply Relations from Time Series
-
Bartlett M.S. A Note on the Statistical Estimation of Demand and Supply Relations from Time Series. Econometrica 16 (1948) 323-329
-
(1948)
Econometrica
, vol.16
, pp. 323-329
-
-
Bartlett, M.S.1
-
14
-
-
0001453273
-
Edgeworth and Saddle-point Approximations with Statistical Applications
-
Ser. B
-
Ser. B. Barndorff-Nielson O., and Cox D.R. Edgeworth and Saddle-point Approximations with Statistical Applications. Journal of the Royal Statistical Society 41 (1979) 279-312
-
(1979)
Journal of the Royal Statistical Society
, vol.41
, pp. 279-312
-
-
Barndorff-Nielson, O.1
Cox, D.R.2
-
15
-
-
84947411690
-
On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics
-
Basmann R.L. On Finite Sample Distributions of Generalized Classical Linear Identifiability Test Statistics. Journal of the American Statistical Association 55 (1960) 650-659
-
(1960)
Journal of the American Statistical Association
, vol.55
, pp. 650-659
-
-
Basmann, R.L.1
-
16
-
-
0345916851
-
Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Overidentified Cases
-
Basmann R.L. Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in Two Leading Overidentified Cases. Journal of the American Statistical Association 56 (1961) 619-636
-
(1961)
Journal of the American Statistical Association
, vol.56
, pp. 619-636
-
-
Basmann, R.L.1
-
17
-
-
0042521613
-
A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three Equation Case
-
Basmann R.L. A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three Equation Case. Journal of the American Statistical Association 58 (1963) 161-171
-
(1963)
Journal of the American Statistical Association
, vol.58
, pp. 161-171
-
-
Basmann, R.L.1
-
18
-
-
70350101257
-
On the Application of the Identifiability Test Statistic in Predictive Testing of Explanatory Economic Models
-
Basmann R.L. On the Application of the Identifiability Test Statistic in Predictive Testing of Explanatory Economic Models. Econometric Annual of the Indian Economic Journal 13 (1965) 387-423
-
(1965)
Econometric Annual of the Indian Economic Journal
, vol.13
, pp. 387-423
-
-
Basmann, R.L.1
-
19
-
-
0039306117
-
Exact Finite Sample Distribution for Some Econometric Estimators and Test Statistics: A Survey and Appraisal
-
ch. 4. Intriligator M.D., and Kendricks D.A. (Eds), North-Holland Publishing Co., Amsterdam
-
ch. 4. Basmann R.L. Exact Finite Sample Distribution for Some Econometric Estimators and Test Statistics: A Survey and Appraisal. In: Intriligator M.D., and Kendricks D.A. (Eds). Frontiers of Quantitative Economics vol. 2 (1974), North-Holland Publishing Co., Amsterdam 209-271
-
(1974)
Frontiers of Quantitative Economics
, vol.2
, pp. 209-271
-
-
Basmann, R.L.1
-
21
-
-
0011417565
-
The Exact Finite Sample Distribution of a Non-Consistent Structural Variance Estimator
-
Basmann R.L., and Richardson D.H. The Exact Finite Sample Distribution of a Non-Consistent Structural Variance Estimator. Econometrica 41 (1973) 41-58
-
(1973)
Econometrica
, vol.41
, pp. 41-58
-
-
Basmann, R.L.1
Richardson, D.H.2
-
22
-
-
70350091383
-
An Experimental Study of Structural Estimators and Test Statistics Associated with Dynamical Econometric Models
-
Basmann R.L., Richardson D.H., and Rohr R.J. An Experimental Study of Structural Estimators and Test Statistics Associated with Dynamical Econometric Models. Econometrica 42 (1974) 717-730
-
(1974)
Econometrica
, vol.42
, pp. 717-730
-
-
Basmann, R.L.1
Richardson, D.H.2
Rohr, R.J.3
-
23
-
-
0042521614
-
The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
-
Bergstrom A.R. The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume. Econometrica 30 (1962) 480-490
-
(1962)
Econometrica
, vol.30
, pp. 480-490
-
-
Bergstrom, A.R.1
-
26
-
-
37549005255
-
Testing Structural Specification Using the Unrestricted Reduced Form
-
Byron R.P. Testing Structural Specification Using the Unrestricted Reduced Form. Econometrica 42 (1974) 869-883
-
(1974)
Econometrica
, vol.42
, pp. 869-883
-
-
Byron, R.P.1
-
27
-
-
0010885006
-
Invariant Polynomials with Matrix Arguments and Their Applications
-
Gupta R.P. (Ed), North-Holland Publishing Co., Amsterdam
-
Chikuse Y. Invariant Polynomials with Matrix Arguments and Their Applications. In: Gupta R.P. (Ed). Multivariate Statistical Analysis (1981), North-Holland Publishing Co., Amsterdam
-
(1981)
Multivariate Statistical Analysis
-
-
Chikuse, Y.1
-
28
-
-
0001239018
-
Some Noncentral Distribution Problems in Multivariate Analysis
-
Constantine A.G. Some Noncentral Distribution Problems in Multivariate Analysis. Annals of Mathematical Statistics 34 (1963) 1270-1285
-
(1963)
Annals of Mathematical Statistics
, vol.34
, pp. 1270-1285
-
-
Constantine, A.G.1
-
30
-
-
84869655818
-
On the History of Certain Expansions Used in Mathematical Statistics
-
Cramér H. On the History of Certain Expansions Used in Mathematical Statistics. Biometrika 59 (1972) 204-207
-
(1972)
Biometrika
, vol.59
, pp. 204-207
-
-
Cramér, H.1
-
31
-
-
0001367156
-
Saddlepoint Approximations in Statistics
-
Daniels H.E. Saddlepoint Approximations in Statistics. Annals of Mathematical Statistics 25 (1954) 631-650
-
(1954)
Annals of Mathematical Statistics
, vol.25
, pp. 631-650
-
-
Daniels, H.E.1
-
32
-
-
0001095181
-
The Approximate Distribution of Serial Correlation Coefficients
-
Daniels H.E. The Approximate Distribution of Serial Correlation Coefficients. Biometrika 43 (1956) 169-185
-
(1956)
Biometrika
, vol.43
, pp. 169-185
-
-
Daniels, H.E.1
-
33
-
-
0018822036
-
Exact Saddlepoint Approximations
-
Daniels H.E. Exact Saddlepoint Approximations. Biometrika 67 (1980) 59-63
-
(1980)
Biometrika
, vol.67
, pp. 59-63
-
-
Daniels, H.E.1
-
34
-
-
85041932786
-
Numerical Inversion of a Characteristic Function
-
Davies R.B. Numerical Inversion of a Characteristic Function. Biometrika 60 (1973) 415-417
-
(1973)
Biometrika
, vol.60
, pp. 415-417
-
-
Davies, R.B.1
-
35
-
-
0010153015
-
Invariant Polynomials with Two Matrix Arguments Extending the Zonal Polynomials
-
Krishnaiah P.R. (Ed), North-Holland Publishing Co., Amsterdam
-
Davis A.W. Invariant Polynomials with Two Matrix Arguments Extending the Zonal Polynomials. In: Krishnaiah P.R. (Ed). Multivariate Analysis (1980), North-Holland Publishing Co., Amsterdam
-
(1980)
Multivariate Analysis
-
-
Davis, A.W.1
-
36
-
-
70350098178
-
Invariant Polynomials with Two Matrix Arguments Extending the Zonal Polynomials: Applications to Multivariate Distribution Theory
-
forthcoming
-
forthcoming. Davis A.W. Invariant Polynomials with Two Matrix Arguments Extending the Zonal Polynomials: Applications to Multivariate Distribution Theory. Annals of the Institute of Statistical Mathematics (1980)
-
(1980)
Annals of the Institute of Statistical Mathematics
-
-
Davis, A.W.1
-
38
-
-
84963101522
-
Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS and 3SLS Estimated Parameters
-
Dhrymes P.J. Alternative Asymptotic Tests of Significance and Related Aspects of 2SLS and 3SLS Estimated Parameters. Review of Economic Studies 36 (1969) 213-226
-
(1969)
Review of Economic Studies
, vol.36
, pp. 213-226
-
-
Dhrymes, P.J.1
-
39
-
-
0013088832
-
Restricted and Unrestricted Reduced Froms: Asymptotic Distribution and Relative Efficiency
-
Drymes P.J. Restricted and Unrestricted Reduced Froms: Asymptotic Distribution and Relative Efficiency. Econometrica 41 (1973) 119-134
-
(1973)
Econometrica
, vol.41
, pp. 119-134
-
-
Drymes, P.J.1
-
40
-
-
0000703876
-
Approximations for Densities of Sufficient Estimators
-
Durbin J. Approximations for Densities of Sufficient Estimators. Biometrika 67 (1980) 311-333
-
(1980)
Biometrika
, vol.67
, pp. 311-333
-
-
Durbin, J.1
-
41
-
-
1242302849
-
The Approximate Distribution of Partial Serial Correlation Coefficients Calculated from Residuals from Regression on Fourier Series
-
Durbin J. The Approximate Distribution of Partial Serial Correlation Coefficients Calculated from Residuals from Regression on Fourier Series. Biometrika 67 (1980) 335-349
-
(1980)
Biometrika
, vol.67
, pp. 335-349
-
-
Durbin, J.1
-
42
-
-
0004477912
-
Testing for Serial Correlation in Least Squares Regression, III
-
Durbin J., and Watson G.S. Testing for Serial Correlation in Least Squares Regression, III. Biometrika 58 (1971) 1-19
-
(1971)
Biometrika
, vol.58
, pp. 1-19
-
-
Durbin, J.1
Watson, G.S.2
-
43
-
-
70350094487
-
An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator
-
Ebbeler D.H., and McDonald J.B. An Analysis of the Properties of the Exact Finite Sample Distribution of a Nonconsistent GCL Structural Variance Estimator. Econometrica 41 (1973) 59-65
-
(1973)
Econometrica
, vol.41
, pp. 59-65
-
-
Ebbeler, D.H.1
McDonald, J.B.2
-
46
-
-
0000420408
-
The Distribution of the index in a Normal Bivariate Population
-
Fieiller E.C. The Distribution of the index in a Normal Bivariate Population. Biometrika 24 (1932) 428-440
-
(1932)
Biometrika
, vol.24
, pp. 428-440
-
-
Fieiller, E.C.1
-
47
-
-
85056010057
-
On the Cost of Approximate Specification in Simultaneous Equation Estimation
-
Fisher F.M. On the Cost of Approximate Specification in Simultaneous Equation Estimation. Econometrica 29 (1961) 139-170
-
(1961)
Econometrica
, vol.29
, pp. 139-170
-
-
Fisher, F.M.1
-
48
-
-
0039800791
-
The Relative Sensitivity to Specification Error of Different k-Class Estimators
-
Fisher F.M. The Relative Sensitivity to Specification Error of Different k-Class Estimators. Journal of the American Statistical Association 61 (1966) 345-356
-
(1966)
Journal of the American Statistical Association
, vol.61
, pp. 345-356
-
-
Fisher, F.M.1
-
49
-
-
0039800790
-
Approximate Specification and the Choice of a k-Class Estimator
-
Fisher F.M. Approximate Specification and the Choice of a k-Class Estimator. Journal of the American Statistical Association 62 (1967) 1265-1276
-
(1967)
Journal of the American Statistical Association
, vol.62
, pp. 1265-1276
-
-
Fisher, F.M.1
-
50
-
-
0002532939
-
On the Probable Error of a Coefficient of Correlation Deduced From a Small Sample
-
Fisher R.A. On the Probable Error of a Coefficient of Correlation Deduced From a Small Sample. Metron 1 (1921) 1-32
-
(1921)
Metron
, vol.1
, pp. 1-32
-
-
Fisher, R.A.1
-
51
-
-
0001385178
-
The Goodness of Fit of Regression Formulae and the Distribution of Regression Coefficients
-
Fisher R.A. The Goodness of Fit of Regression Formulae and the Distribution of Regression Coefficients. Journal of the Royal Statistical Society 85 (1922) 597-612
-
(1922)
Journal of the Royal Statistical Society
, vol.85
, pp. 597-612
-
-
Fisher, R.A.1
-
52
-
-
0040481048
-
The Distribution of the Partial Correlation Coefficient
-
Fisher R.A. The Distribution of the Partial Correlation Coefficient. Metron 3 (1924) 329-332
-
(1924)
Metron
, vol.3
, pp. 329-332
-
-
Fisher, R.A.1
-
54
-
-
0001325672
-
On a Distribution Yielding the Error Functions of Several Well Known Statistics
-
Toronto
-
Fisher R.A. On a Distribution Yielding the Error Functions of Several Well Known Statistics. Proceedings of the International Congress of Mathematics. Toronto (1928) 805-813
-
(1928)
Proceedings of the International Congress of Mathematics
, pp. 805-813
-
-
Fisher, R.A.1
-
55
-
-
0001727379
-
The General Sampling Distribution of the Multiple Correlation Coefficient
-
Fisher R.A. The General Sampling Distribution of the Multiple Correlation Coefficient. Proceedings of the Royal Statistical Society 121 (1928) 654-673
-
(1928)
Proceedings of the Royal Statistical Society
, vol.121
, pp. 654-673
-
-
Fisher, R.A.1
-
56
-
-
0000897442
-
The Mathematical Distributions Used in the Common Tests of Significance
-
Fisher R.A. The Mathematical Distributions Used in the Common Tests of Significance. Econometrica 3 (1935) 353-365
-
(1935)
Econometrica
, vol.3
, pp. 353-365
-
-
Fisher, R.A.1
-
57
-
-
0000665227
-
Some Properties of a Modification of the Limited Information Estimator
-
Fuller W.A. Some Properties of a Modification of the Limited Information Estimator. Econometrica 45 (1977) 939-953
-
(1977)
Econometrica
, vol.45
, pp. 939-953
-
-
Fuller, W.A.1
-
58
-
-
33846209414
-
Note on the Inversion Theorem
-
Gil-Pelaez J. Note on the Inversion Theorem. Biometrika 38 (1951) 481-482
-
(1951)
Biometrika
, vol.38
, pp. 481-482
-
-
Gil-Pelaez, J.1
-
59
-
-
0040264239
-
Efficient Estimation in Overidentified Models: An Interpretive Analysis
-
Goldberger A.S., and Duncan O.D. (Eds), Seminar Press
-
Goldberger A. Efficient Estimation in Overidentified Models: An Interpretive Analysis. In: Goldberger A.S., and Duncan O.D. (Eds). Structural Equation Models in the Social Sciences (1973), Seminar Press
-
(1973)
Structural Equation Models in the Social Sciences
-
-
Goldberger, A.1
-
65
-
-
1542754377
-
On the Existence and the Approximation Formulae for the Moments of the k-Class Estimators
-
Hatanaka M. On the Existence and the Approximation Formulae for the Moments of the k-Class Estimators. The Economic Studies Quarterly 24 (1973) 1-15
-
(1973)
The Economic Studies Quarterly
, vol.24
, pp. 1-15
-
-
Hatanaka, M.1
-
66
-
-
70350093253
-
Specification Tests for the Multinomial Logit Model
-
Department of Economics, Massachusetts Institute of Technology
-
Hausman J.A., and McFadden D. Specification Tests for the Multinomial Logit Model. Discussion Paper no. 292 (1981), Department of Economics, Massachusetts Institute of Technology
-
(1981)
Discussion Paper no. 292
-
-
Hausman, J.A.1
McFadden, D.2
-
67
-
-
0000202526
-
Bessel Functions of Matrix Argument
-
Herz C.S. Bessel Functions of Matrix Argument. Annals of Mathematics 61 (1955) 474-523
-
(1955)
Annals of Mathematics
, vol.61
, pp. 474-523
-
-
Herz, C.S.1
-
69
-
-
53749083738
-
A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System
-
Holly A., and Phillips P.C.B. A Saddlepoint Approximation to the Distribution of the k-Class Estimator of a Coefficient in a Simultaneous System. Econometrica 47 (1979) 1527-1547
-
(1979)
Econometrica
, vol.47
, pp. 1527-1547
-
-
Holly, A.1
Phillips, P.C.B.2
-
70
-
-
0003334555
-
The Estimation of Simultaneous Linear Economic Relationships
-
Cowles Commission. Hood Wm.C., and Koopmans T.C. (Eds), John Wiley & Sons, New York
-
Cowles Commission. Hood Wm.C., and Koopmans T.C. The Estimation of Simultaneous Linear Economic Relationships. In: Hood Wm.C., and Koopmans T.C. (Eds). Studies in Econometric Method (1953), John Wiley & Sons, New York
-
(1953)
Studies in Econometric Method
-
-
Hood, Wm.C.1
Koopmans, T.C.2
-
71
-
-
0003140651
-
Least Squares Bias in Time Series
-
Koopmans T.C. (Ed), John Wiley & Sons, New York
-
Hurwicz L. Least Squares Bias in Time Series. In: Koopmans T.C. (Ed). Statistical Inference in Dynamic Economic Models (1950), John Wiley & Sons, New York
-
(1950)
Statistical Inference in Dynamic Economic Models
-
-
Hurwicz, L.1
-
72
-
-
0001507590
-
Computing the Distribution of Quadratic Forms in Normal Variables
-
Imhof J.P. Computing the Distribution of Quadratic Forms in Normal Variables. Biometrika 48 (1961) 419-426
-
(1961)
Biometrika
, vol.48
, pp. 419-426
-
-
Imhof, J.P.1
-
73
-
-
70350101258
-
-
Intriligator M.D., and Kendrick D.A. (Eds), North-Holland Publishing Co., Amsterdam
-
In: Intriligator M.D., and Kendrick D.A. (Eds). Frontiers of Quantitative Economics vol. 11 (1974), North-Holland Publishing Co., Amsterdam
-
(1974)
Frontiers of Quantitative Economics
, vol.11
-
-
-
74
-
-
0001679795
-
Zonal Polynomials of the Real Positive Definite Symmetric Matrices
-
James A.T. Zonal Polynomials of the Real Positive Definite Symmetric Matrices. Annals of Mathematics 74 (1961) 456-469
-
(1961)
Annals of Mathematics
, vol.74
, pp. 456-469
-
-
James, A.T.1
-
75
-
-
0000952005
-
Distribution of Matrix Variates and Latent Roots Derived from Normal Samples
-
James A.T. Distribution of Matrix Variates and Latent Roots Derived from Normal Samples. Annals of Mathematical Statistics 35 (1964) 475
-
(1964)
Annals of Mathematical Statistics
, vol.35
, pp. 475
-
-
James, A.T.1
-
76
-
-
0010999352
-
Circulation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami operator
-
James A.T. Circulation of Zonal Polynomial Coefficients by Use of the Laplace-Beltrami operator. Annals of Mathematical Statistics 39 (1968) 1711-1718
-
(1968)
Annals of Mathematical Statistics
, vol.39
, pp. 1711-1718
-
-
James, A.T.1
-
80
-
-
70350120542
-
A Note on the Exact Distributions of the GCL Estimators in Two-Leading Overidentified Cases
-
Kabe D.G. A Note on the Exact Distributions of the GCL Estimators in Two-Leading Overidentified Cases. Journal of the American Statistical Association 58 (1963) 535-537
-
(1963)
Journal of the American Statistical Association
, vol.58
, pp. 535-537
-
-
Kabe, D.G.1
-
81
-
-
70350120542
-
On the Exact Distributions of the GCL Estimators in a Leading Three-Equation Case
-
Kabe D.G. On the Exact Distributions of the GCL Estimators in a Leading Three-Equation Case. Journal of the American Statistical Association 58 (1964) 535-537
-
(1964)
Journal of the American Statistical Association
, vol.58
, pp. 535-537
-
-
Kabe, D.G.1
-
82
-
-
0000760648
-
Comparison of k-Class Estimators When the Disturbances are Small
-
Kadane J. Comparison of k-Class Estimators When the Disturbances are Small. Econometrica 39 (1971) 723-737
-
(1971)
Econometrica
, vol.39
, pp. 723-737
-
-
Kadane, J.1
-
83
-
-
84990543699
-
Reduced-Form Coefficient Estimation and Forecasting from a Simultaneous Equation Model
-
Kakwani N.C., and Court R.H. Reduced-Form Coefficient Estimation and Forecasting from a Simultaneous Equation Model. Australian Journal of Statistics 14 (1972) 143-160
-
(1972)
Australian Journal of Statistics
, vol.14
, pp. 143-160
-
-
Kakwani, N.C.1
Court, R.H.2
-
84
-
-
0038027012
-
The Exact Finite Sample Distributions of Joint Least Squares Estimators for Seemingly Unrelated Regression Equations
-
Kataoka Y. The Exact Finite Sample Distributions of Joint Least Squares Estimators for Seemingly Unrelated Regression Equations. Economic Studies Quarterly 25 (1974) 36-44
-
(1974)
Economic Studies Quarterly
, vol.25
, pp. 36-44
-
-
Kataoka, Y.1
-
85
-
-
0141735241
-
Random Parameters in a Simultaneous Equation Framework: Identification and Estimation
-
Kelejian H.H. Random Parameters in a Simultaneous Equation Framework: Identification and Estimation. Econometrica 42 (1974) 517-527
-
(1974)
Econometrica
, vol.42
, pp. 517-527
-
-
Kelejian, H.H.1
-
86
-
-
0018913365
-
The Existence of Moments of k-Class Estimators
-
Kinal T.W. The Existence of Moments of k-Class Estimators. Econometrica 48 (1980) 241-249
-
(1980)
Econometrica
, vol.48
, pp. 241-249
-
-
Kinal, T.W.1
-
88
-
-
30244497869
-
On the Existence of Moments of the Partially Restricted Reduced-Form Estimators from a Simultaneous-Equation Model
-
Knight J.L. On the Existence of Moments of the Partially Restricted Reduced-Form Estimators from a Simultaneous-Equation Model. Journal of Econometrics 5 (1977) 315-321
-
(1977)
Journal of Econometrics
, vol.5
, pp. 315-321
-
-
Knight, J.L.1
-
90
-
-
70350090117
-
On a Third Order Optimum Property of the LIML Estimator When the Sample Size is Large
-
Department of Economics, Northwestern University
-
Kunitomo N. On a Third Order Optimum Property of the LIML Estimator When the Sample Size is Large. Discussion Paper no. 502 (1981), Department of Economics, Northwestern University
-
(1981)
Discussion Paper no. 502
-
-
Kunitomo, N.1
-
91
-
-
0001235984
-
Why is Demand Homogeneity Rejected so Often?
-
Laitinen K. Why is Demand Homogeneity Rejected so Often?. Economic Letters 1 (1978) 187-191
-
(1978)
Economic Letters
, vol.1
, pp. 187-191
-
-
Laitinen, K.1
-
94
-
-
19844375668
-
A Modified Stein-Like Estimator for the Reduced Form Coefficients of Simultaneous Equations
-
Maasoumi E. A Modified Stein-Like Estimator for the Reduced Form Coefficients of Simultaneous Equations. Econometrica 46 (1978) 695-703
-
(1978)
Econometrica
, vol.46
, pp. 695-703
-
-
Maasoumi, E.1
-
95
-
-
49149143910
-
A Ridge-like Method for Simultaneous Estimation of Simultaneous Equation
-
Maasoumi E. A Ridge-like Method for Simultaneous Estimation of Simultaneous Equation. Journal of Econometrics 12 (1980) 161-176
-
(1980)
Journal of Econometrics
, vol.12
, pp. 161-176
-
-
Maasoumi, E.1
-
97
-
-
70350114378
-
On the Behaviour of Instrumental Variable Estimators
-
(forthcoming)
-
(forthcoming). Maasoumi E., and Phillips P. On the Behaviour of Instrumental Variable Estimators. Journal of Econometrics (1982)
-
(1982)
Journal of Econometrics
-
-
Maasoumi, E.1
Phillips, P.2
-
99
-
-
0011499070
-
Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models
-
Maddala G.S. Some Small Sample Evidence on Tests of Significance in Simultaneous Equations Models. Econometrica 42 (1974) 841-851
-
(1974)
Econometrica
, vol.42
, pp. 841-851
-
-
Maddala, G.S.1
-
100
-
-
70350103805
-
An Asymptotic Expansion of the Distribution of the Test Statistics for Linear Restrictions in Zellner's SUR Model
-
Maekawa K. An Asymptotic Expansion of the Distribution of the Test Statistics for Linear Restrictions in Zellner's SUR Model. The Hiroshima Economic Review 4 (1980) 81-97
-
(1980)
The Hiroshima Economic Review
, vol.4
, pp. 81-97
-
-
Maekawa, K.1
-
102
-
-
70350090116
-
Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-stage Least Squares Estimates in the Case of Two Included Endogenous Variables
-
Mariano R.S. Approximations to the Distribution Functions of the Ordinary Least-Squares and Two-stage Least Squares Estimates in the Case of Two Included Endogenous Variables. Econometrica 41 (1973) 67-77
-
(1973)
Econometrica
, vol.41
, pp. 67-77
-
-
Mariano, R.S.1
-
103
-
-
49549147783
-
Some Large-Concentration-Parameter Asymptotics for the k-Class Estimators
-
Mariano R.S. Some Large-Concentration-Parameter Asymptotics for the k-Class Estimators. Journal of Econometrics 3 (1975) 171-177
-
(1975)
Journal of Econometrics
, vol.3
, pp. 171-177
-
-
Mariano, R.S.1
-
104
-
-
0011511818
-
Finite-Sample Properties of Instrumental Variable Estimators of Structural Coefficients
-
Mariano R.S. Finite-Sample Properties of Instrumental Variable Estimators of Structural Coefficients. Econometrica 45 (1977) 487-496
-
(1977)
Econometrica
, vol.45
, pp. 487-496
-
-
Mariano, R.S.1
-
105
-
-
0001640065
-
Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case
-
(forthcoming)
-
(forthcoming). Mariano R.S. Analytical Small-Sample Distribution Theory in Econometrics: The Simultaneous-Equations Case. International Economic Review (1982)
-
(1982)
International Economic Review
-
-
Mariano, R.S.1
-
106
-
-
0347178160
-
A Note on the Distribution Functions of LIML and 2SLS Coefficient Estimators in the Exactly Identified Case
-
Mariano R.S., and McDonald J. A Note on the Distribution Functions of LIML and 2SLS Coefficient Estimators in the Exactly Identified Case. Journal of the American Statistical Association 74 (1979) 847-848
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 847-848
-
-
Mariano, R.S.1
McDonald, J.2
-
110
-
-
0010367426
-
The Exact Finite-Sample Distribution of the Limited Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables
-
Mariano R.S., and Sawa T. The Exact Finite-Sample Distribution of the Limited Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables. Journal of the American Statistical Association 67 (1972) 159-163
-
(1972)
Journal of the American Statistical Association
, vol.67
, pp. 159-163
-
-
Mariano, R.S.1
Sawa, T.2
-
111
-
-
0010447589
-
A Note on the Forecasting Properties of 2SLS Restricted Reduced Forms
-
McCarthy M.D. A Note on the Forecasting Properties of 2SLS Restricted Reduced Forms. International Economic Review 13 (1972) 757-761
-
(1972)
International Economic Review
, vol.13
, pp. 757-761
-
-
McCarthy, M.D.1
-
112
-
-
70350098176
-
The Exact Finite Sample Distribution Function of the Limited-Information Maximum Likelihood Identifiability Test Statistic
-
McDonald J.B. The Exact Finite Sample Distribution Function of the Limited-Information Maximum Likelihood Identifiability Test Statistic. Econometrica 40 (1972) 1109-1119
-
(1972)
Econometrica
, vol.40
, pp. 1109-1119
-
-
McDonald, J.B.1
-
113
-
-
70350088345
-
An Approximation of the Distribution Function of the LIML Identifiability Test Statistic Using the Method of Moments
-
McDonald J.B. An Approximation of the Distribution Function of the LIML Identifiability Test Statistic Using the Method of Moments. Journal of Statistical Computation and Simulation 3 (1974) 53-66
-
(1974)
Journal of Statistical Computation and Simulation
, vol.3
, pp. 53-66
-
-
McDonald, J.B.1
-
114
-
-
0042886183
-
Coefficients of the Zonal Polynomials
-
McLaren M.L. Coefficients of the Zonal Polynomials. Applied Statistics 25 (1976) 82-87
-
(1976)
Applied Statistics
, vol.25
, pp. 82-87
-
-
McLaren, M.L.1
-
115
-
-
0001144584
-
The Sad Fate of the Asymptotic Slutsky Symmetry Test for Large Systems
-
Meisner J.F. The Sad Fate of the Asymptotic Slutsky Symmetry Test for Large Systems. Economic Letters 2 (1979) 231-233
-
(1979)
Economic Letters
, vol.2
, pp. 231-233
-
-
Meisner, J.F.1
-
118
-
-
70350109301
-
Improving the Limited Information Maximum Likelihood Estimator When the Disturbances are Small
-
Morimune K. Improving the Limited Information Maximum Likelihood Estimator When the Disturbances are Small. Journal of the American Statistical Association 73 (1978) 867-871
-
(1978)
Journal of the American Statistical Association
, vol.73
, pp. 867-871
-
-
Morimune, K.1
-
119
-
-
70350091381
-
Approximate Distributions of the k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
-
Institute of Economic Research, Kyoto University
-
Morimune K. Approximate Distributions of the k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size. Discussion Paper no. 159 (1981), Institute of Economic Research, Kyoto University
-
(1981)
Discussion Paper no. 159
-
-
Morimune, K.1
-
120
-
-
70350114371
-
Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences
-
Morimune K., and Kunitomo N. Improving the Maximum Likelihood Estimate in Linear Functional Relationships for Alternative Parameter Sequences. Journal of the American Statistical Association 75 (1980) 230-237
-
(1980)
Journal of the American Statistical Association
, vol.75
, pp. 230-237
-
-
Morimune, K.1
Kunitomo, N.2
-
121
-
-
0013183612
-
Latent Roots and Matrix Variates: A Review of Some Asymptotic Results
-
Muirhead R.J. Latent Roots and Matrix Variates: A Review of Some Asymptotic Results. The Annals of Statistics 6 (1978) 5-33
-
(1978)
The Annals of Statistics
, vol.6
, pp. 5-33
-
-
Muirhead, R.J.1
-
122
-
-
0000782256
-
The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Structural Equations
-
Nagar A.L. The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Structural Equations. Econometrica 27 (1959) 575-595
-
(1959)
Econometrica
, vol.27
, pp. 575-595
-
-
Nagar, A.L.1
-
123
-
-
30244501658
-
The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form
-
Nagar A.L., and Sahay S.N. The Bias and Mean Squared Error of Forecasts from Partially Restricted Reduced Form. Journal of Econometrics 7 (1978) 227-243
-
(1978)
Journal of Econometrics
, vol.7
, pp. 227-243
-
-
Nagar, A.L.1
Sahay, S.N.2
-
124
-
-
0346348551
-
Programs for the Evaluation of Zonal Polynomials
-
Nagel P.J.A. Programs for the Evaluation of Zonal Polynomials. American Statistician 35 (1981) 53
-
(1981)
American Statistician
, vol.35
, pp. 53
-
-
Nagel, P.J.A.1
-
126
-
-
0002125171
-
A Third-Order Optimum Property of the Maximum Likelihood Estimator
-
Pfanzagl J., and Wefelmeyer W. A Third-Order Optimum Property of the Maximum Likelihood Estimator. Journal of Multivariate Analysis 8 (1978) 1-29
-
(1978)
Journal of Multivariate Analysis
, vol.8
, pp. 1-29
-
-
Pfanzagl, J.1
Wefelmeyer, W.2
-
127
-
-
0008768284
-
Addendum to a Third-Order Optimum Property of the Maximum Likelihood Estimator
-
Pfanzagl J., and Wefelmeyer W. Addendum to a Third-Order Optimum Property of the Maximum Likelihood Estimator. Journal of Multivariate Analysis 9 (1979) 179-182
-
(1979)
Journal of Multivariate Analysis
, vol.9
, pp. 179-182
-
-
Pfanzagl, J.1
Wefelmeyer, W.2
-
128
-
-
0001347684
-
Approximations to Some Finite Sample Distributions Associated with a First Order Stochastic Difference Equation
-
Phillips P.C.B. Approximations to Some Finite Sample Distributions Associated with a First Order Stochastic Difference Equation. Econometrica 45 (1977) 463-486
-
(1977)
Econometrica
, vol.45
, pp. 463-486
-
-
Phillips, P.C.B.1
-
129
-
-
0010743186
-
A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators
-
Phillips P.C.B. A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators. Econometrica 45 (1977) 1517-1534
-
(1977)
Econometrica
, vol.45
, pp. 1517-1534
-
-
Phillips, P.C.B.1
-
130
-
-
49449119366
-
An Approximation to the Finite Sample Distribution of Zellner's Seemingly Unrelated Regression Estimator
-
Phillips P.C.B. An Approximation to the Finite Sample Distribution of Zellner's Seemingly Unrelated Regression Estimator. Journal of Econometrics 6 (1977) 147-164
-
(1977)
Journal of Econometrics
, vol.6
, pp. 147-164
-
-
Phillips, P.C.B.1
-
131
-
-
0017885485
-
Edgeworth and Saddlepoint Approximations in the First-Order Noncircular Autoregression
-
Phillips P.C.B. Edgeworth and Saddlepoint Approximations in the First-Order Noncircular Autoregression. Biometrika 65 (1978) 91-98
-
(1978)
Biometrika
, vol.65
, pp. 91-98
-
-
Phillips, P.C.B.1
-
132
-
-
0000200220
-
The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n + 1 Endogenous Variables
-
Phillips P.C.B. The Exact Finite Sample Density of Instrumental Variable Estimators in an Equation with n + 1 Endogenous Variables. Econometrica 48 no. 4 (1980) 861-878
-
(1980)
Econometrica
, vol.48
, Issue.4
, pp. 861-878
-
-
Phillips, P.C.B.1
-
133
-
-
84925927255
-
Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume
-
Phillips P.C.B. Finite Sample Theory and the Distributions of Alternative Estimators of the Marginal Propensity to Consume. Review of Economic Studies 47 no. 1 (1980) 183-224
-
(1980)
Review of Economic Studies
, vol.47
, Issue.1
, pp. 183-224
-
-
Phillips, P.C.B.1
-
134
-
-
70350098171
-
Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case
-
(forthcoming)
-
(forthcoming). Phillips P.C.B. Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case. Advances in Econometrics (1982)
-
(1982)
Advances in Econometrics
-
-
Phillips, P.C.B.1
-
135
-
-
70350093248
-
Comments on the Unification of Asymptotic Theory for Nonlinear Econometric Models
-
(forthcoming)
-
(forthcoming). Phillips P.C.B. Comments on the Unification of Asymptotic Theory for Nonlinear Econometric Models. Econometric Reviews (1982)
-
(1982)
Econometric Reviews
-
-
Phillips, P.C.B.1
-
137
-
-
2542621819
-
Best Uniform and Modified Pade Approximation of Probability Densities in Econometrics
-
Hildenbrand W. (Ed), Cambridge University Press, Cambridge
-
Phillips P.C.B. Best Uniform and Modified Pade Approximation of Probability Densities in Econometrics. In: Hildenbrand W. (Ed). Advances in Econometrics (1982), Cambridge University Press, Cambridge
-
(1982)
Advances in Econometrics
-
-
Phillips, P.C.B.1
-
138
-
-
84887873652
-
Small Sample Distribution Theory in Econometric Models of Simultaneous Equations
-
Yale University
-
Phillips P.C.B. Small Sample Distribution Theory in Econometric Models of Simultaneous Equations. Cowles Foundation Discussion Paper no. 617 (1982), Yale University
-
(1982)
Cowles Foundation Discussion Paper no. 617
-
-
Phillips, P.C.B.1
-
142
-
-
0347449977
-
The Power Function of an F-Test in the Context of a Structural Equation
-
Revankar N.S., and Mallela P. The Power Function of an F-Test in the Context of a Structural Equation. Econometrica 40 (1972) 913-916
-
(1972)
Econometrica
, vol.40
, pp. 913-916
-
-
Revankar, N.S.1
Mallela, P.2
-
143
-
-
70350090109
-
Exact Density Functions and Approximate Critical Regions for Likelihood Ratio Identifiability Test Statistics
-
Rhodes G.F. Exact Density Functions and Approximate Critical Regions for Likelihood Ratio Identifiability Test Statistics. Econometrica 49 (1981) 1035-1056
-
(1981)
Econometrica
, vol.49
, pp. 1035-1056
-
-
Rhodes, G.F.1
-
144
-
-
70350112365
-
Simultaneous Equations Estimators, Identifiability Test Statistics, and Structural Forms
-
(forthcoming)
-
(forthcoming). Rhodes G.F., and Westbrook M.D. Simultaneous Equations Estimators, Identifiability Test Statistics, and Structural Forms. Advances in Econometrics (1982)
-
(1982)
Advances in Econometrics
-
-
Rhodes, G.F.1
Westbrook, M.D.2
-
145
-
-
0007571833
-
A Study of Estimator Densities and Performance Under Misspecification
-
(forthcoming)
-
(forthcoming). Rhodes G.F., and Westbrook M.D. A Study of Estimator Densities and Performance Under Misspecification. Journal of Econometrics (1981)
-
(1981)
Journal of Econometrics
-
-
Rhodes, G.F.1
Westbrook, M.D.2
-
147
-
-
70350096345
-
On the Distribution of the Identifiability Test Statistic
-
Quirk J.P., and Zarley A.M. (Eds), Lawrence University Press, Kansas
-
Richardson D.H. On the Distribution of the Identifiability Test Statistic. In: Quirk J.P., and Zarley A.M. (Eds). Papers in Quantitative Economics (1969), Lawrence University Press, Kansas
-
(1969)
Papers in Quantitative Economics
-
-
Richardson, D.H.1
-
148
-
-
0011415387
-
The Distribution of a Structural t-Statistic for the Case of Two Included Endogenous Variables
-
Richardson D.H., and Rohr R.J. The Distribution of a Structural t-Statistic for the Case of Two Included Endogenous Variables. Journal of the American Statistical Association 66 (1971) 375-382
-
(1971)
Journal of the American Statistical Association
, vol.66
, pp. 375-382
-
-
Richardson, D.H.1
Rohr, R.J.2
-
150
-
-
84911679238
-
An Experimental Study of Two Stage Least Squares Distributions in Equations Containing Three Endogenous Variables
-
(forthcoming)
-
(forthcoming). Richardson D.H., and Rohr R.J. An Experimental Study of Two Stage Least Squares Distributions in Equations Containing Three Endogenous Variables. Advances in Econometrics (1982)
-
(1982)
Advances in Econometrics
-
-
Richardson, D.H.1
Rohr, R.J.2
-
151
-
-
70350094478
-
A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
-
Research Papers in Theoretical and Applied Economics (University of Kansas)
-
Richardson D.H., and Wu D. A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators. Research Papers in Theoretical and Applied Economics (University of Kansas). Paper no. 25 (1969)
-
(1969)
Paper no. 25
-
-
Richardson, D.H.1
Wu, D.2
-
152
-
-
0000352667
-
Least Squares and Grouping Method Estimators in the Errors in Variables Model
-
Richardson D.H., and Wu D. Least Squares and Grouping Method Estimators in the Errors in Variables Model. Journal of the American Statistical Association 65 (1970) 724-748
-
(1970)
Journal of the American Statistical Association
, vol.65
, pp. 724-748
-
-
Richardson, D.H.1
Wu, D.2
-
156
-
-
70350111105
-
The Exact Mean of the Two-Stage Least Squares Residuals in a Structural Equation Having Three Endogenous Variables
-
Department of Economics, University of Bristol, Berkeley
-
Sahay S.N. The Exact Mean of the Two-Stage Least Squares Residuals in a Structural Equation Having Three Endogenous Variables. Discussion Paper no. 69/79 (1979), Department of Economics, University of Bristol, Berkeley
-
(1979)
Discussion Paper no. 69/79
-
-
Sahay, S.N.1
-
157
-
-
70350121888
-
The Bias of the Forecast from Partially Restricted Reduced Form When There are Three Endogenous Variables in the Structural Equation
-
University of Bristol
-
Sahay S.N. The Bias of the Forecast from Partially Restricted Reduced Form When There are Three Endogenous Variables in the Structural Equation. Discussion Paper no. 81 (1981), University of Bristol
-
(1981)
Discussion Paper no. 81
-
-
Sahay, S.N.1
-
159
-
-
0010743875
-
Gram-Charlier Approximations Applied to t-Ratios of k-Class Estimators
-
Sargan J.D. Gram-Charlier Approximations Applied to t-Ratios of k-Class Estimators. Econometrica 43 (1975) 326-346
-
(1975)
Econometrica
, vol.43
, pp. 326-346
-
-
Sargan, J.D.1
-
160
-
-
0001317070
-
Econometric Estimators and the Edgeworth Approximation
-
Sargan J.D. Econometric Estimators and the Edgeworth Approximation. Econometrica 44 (1976) 421-428
-
(1976)
Econometrica
, vol.44
, pp. 421-428
-
-
Sargan, J.D.1
-
161
-
-
84910431775
-
-
Erratum. Econometrica 15 (1977) 272
-
(1977)
Econometrica
, vol.15
, pp. 272
-
-
-
163
-
-
70350094499
-
On the Existence of the Moments of 3SLS Estimators
-
Sargan J.D. On the Existence of the Moments of 3SLS Estimators. Econometrica 46 (1978) 1329-1350
-
(1978)
Econometrica
, vol.46
, pp. 1329-1350
-
-
Sargan, J.D.1
-
164
-
-
0019147732
-
Some Approximation to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-squared
-
Sargan J.D. Some Approximation to the Distribution of Econometric Criteria which are Asymptotically Distributed as Chi-squared. Econometrica 48 (1980) 1107-1138
-
(1980)
Econometrica
, vol.48
, pp. 1107-1138
-
-
Sargan, J.D.1
-
167
-
-
0000476011
-
The Exact Finite Sampling Distribution of Ordinary Least Squares and Two Stage Least Squares Estimator
-
Sawa T. The Exact Finite Sampling Distribution of Ordinary Least Squares and Two Stage Least Squares Estimator. Journal of the American Statistical Association 64 (1969) 923-936
-
(1969)
Journal of the American Statistical Association
, vol.64
, pp. 923-936
-
-
Sawa, T.1
-
168
-
-
0001027267
-
Finite-Sample Properties of the k-Class Estimators
-
Sawa T. Finite-Sample Properties of the k-Class Estimators. Econometrica 40 (1972) 653-680
-
(1972)
Econometrica
, vol.40
, pp. 653-680
-
-
Sawa, T.1
-
169
-
-
0011637470
-
Almost Unbiased Estimator in Simultaneous Equations Systems
-
Sawa T. Almost Unbiased Estimator in Simultaneous Equations Systems. International Economic Review 14 (1973) 97-106
-
(1973)
International Economic Review
, vol.14
, pp. 97-106
-
-
Sawa, T.1
-
170
-
-
0042020678
-
The Mean Square Error of a Combined Estimator and Numerical Comparison with the TSLS Estimator
-
Sawa T. The Mean Square Error of a Combined Estimator and Numerical Comparison with the TSLS Estimator. Journal of Econometrics 1 (1973) 115-132
-
(1973)
Journal of Econometrics
, vol.1
, pp. 115-132
-
-
Sawa, T.1
-
171
-
-
84947361485
-
Improved Estimators for Coefficients in Linear Regression
-
Sclove S. Improved Estimators for Coefficients in Linear Regression. Journal of the American Statistical Association 63 (1968) 596-606
-
(1968)
Journal of the American Statistical Association
, vol.63
, pp. 596-606
-
-
Sclove, S.1
-
172
-
-
0040449733
-
Improved Estimation of Parameters in Multivariate Regression
-
Ser. A
-
Ser. A. Sclove S. Improved Estimation of Parameters in Multivariate Regression. Sankya (1971) 61-66
-
(1971)
Sankya
, pp. 61-66
-
-
Sclove, S.1
-
173
-
-
3743133632
-
Confluent Hypergeometric Functions
-
Abramowitz M., and Stegun I.A. (Eds), Dover, New York
-
Slater L.J. Confluent Hypergeometric Functions. In: Abramowitz M., and Stegun I.A. (Eds). Handbook of Mathematical Functions (1965), Dover, New York
-
(1965)
Handbook of Mathematical Functions
-
-
Slater, L.J.1
-
174
-
-
35448995895
-
Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown
-
Srinivasan T.N. Approximations to Finite Sample Moments of Estimators Whose Exact Sampling Distributions are Unknown. Econometrica 38 (1970) 533-541
-
(1970)
Econometrica
, vol.38
, pp. 533-541
-
-
Srinivasan, T.N.1
-
175
-
-
70350094475
-
On the Existence of Moments of Partially Restricted Reduced Form Coefficients
-
Swamy P.A.V.B., and Mehta J.S. On the Existence of Moments of Partially Restricted Reduced Form Coefficients. Journal of Econometrics 14 (1980) 183-194
-
(1980)
Journal of Econometrics
, vol.14
, pp. 183-194
-
-
Swamy, P.A.V.B.1
Mehta, J.S.2
-
176
-
-
70350121885
-
Exact Sampling Moments of Ordinary Least Squares, Instrumental Variable and Two Stage Least Squares Estimators
-
Takeuchi K. Exact Sampling Moments of Ordinary Least Squares, Instrumental Variable and Two Stage Least Squares Estimators. International Economic Review 11 (1970) 1-12
-
(1970)
International Economic Review
, vol.11
, pp. 1-12
-
-
Takeuchi, K.1
-
177
-
-
30244495547
-
On the Sampling Distribution of Improved Estimators for Coefficients in Linear Regression
-
Ullah A. On the Sampling Distribution of Improved Estimators for Coefficients in Linear Regression. Journal of Econometrics 2 (1974) 143-150
-
(1974)
Journal of Econometrics
, vol.2
, pp. 143-150
-
-
Ullah, A.1
-
178
-
-
0347568391
-
The Exact, Large-Sample and Small-Disturbance Conditions of Dominance of Biased Estimators in Linear Models
-
Ullah A. The Exact, Large-Sample and Small-Disturbance Conditions of Dominance of Biased Estimators in Linear Models. Economic Letters 6 (1980) 339-344
-
(1980)
Economic Letters
, vol.6
, pp. 339-344
-
-
Ullah, A.1
-
179
-
-
33748851520
-
The Exact Mean of the Two Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables
-
Ullah A., and Nagar A.L. The Exact Mean of the Two Stage Least Squares Estimator of the Structural Parameters in an Equation Having Three Endogenous Variables. Econometrica 42 (1974) 749-758
-
(1974)
Econometrica
, vol.42
, pp. 749-758
-
-
Ullah, A.1
Nagar, A.L.2
-
180
-
-
0001140504
-
Asymptotic Approximations to Distributions
-
Wallace D.L. Asymptotic Approximations to Distributions. Annals of Mathematical Statistics 29 (1958) 635-654
-
(1958)
Annals of Mathematical Statistics
, vol.29
, pp. 635-654
-
-
Wallace, D.L.1
-
181
-
-
70350107488
-
The Finite Sampling Distribution of Least Squares Estimators with Stochastic Regressors
-
Wegge L.L. The Finite Sampling Distribution of Least Squares Estimators with Stochastic Regressors. Econometrica 38 (1971) 241-251
-
(1971)
Econometrica
, vol.38
, pp. 241-251
-
-
Wegge, L.L.1
-
183
-
-
0004201980
-
-
Princeton University Press, Princeton
-
Widder D.V. The Laplace Transform (1941), Princeton University Press, Princeton
-
(1941)
The Laplace Transform
-
-
Widder, D.V.1
-
185
-
-
49349129306
-
Estimation of Functions of Population Means and Regression Coefficients Including Structural Coefficients: A Minimum Expected Loss (MELO) Approach
-
Zellner A. Estimation of Functions of Population Means and Regression Coefficients Including Structural Coefficients: A Minimum Expected Loss (MELO) Approach. Journal of Econometrics 8 (1978) 127-158
-
(1978)
Journal of Econometrics
, vol.8
, pp. 127-158
-
-
Zellner, A.1
-
186
-
-
0002823715
-
Bayes-Stein Estimators for k-Means, Regression and Simultaneous Equation Models
-
Feinberg S.E., and Zellner A. (Eds), North-Holland Publishing Co., Amsterdam
-
Zellner A., and Vandaele W. Bayes-Stein Estimators for k-Means, Regression and Simultaneous Equation Models. In: Feinberg S.E., and Zellner A. (Eds). Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage (1975), North-Holland Publishing Co., Amsterdam
-
(1975)
Studies in Bayesian Econometrics and Statistics in Honor of Leonard J. Savage
-
-
Zellner, A.1
Vandaele, W.2
-
187
-
-
0011486820
-
Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models
-
Zellner A., and Park S.B. Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models. Journal of the American Statistical Association 74 (1979) 183-185
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 183-185
-
-
Zellner, A.1
Park, S.B.2
|