ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF ESTIMATES IN SIMULTANEOUS EQUATIONS FOR ALTERNATIVE PARAMETER SEQUENCES

被引：25

作者：

ANDERSON, TW

机构：

[1] STANFORD UNIV,STANFORD,CA 94305

[2] UNIV LONDON,SCH ECON & POLIT SCI,LONDON,ENGLAND

来源：

ECONOMETRICA | 1977年 / 45卷 / 02期

关键词：

D O I：

10.2307/1911225

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：509 / 518

页数：10

共 10 条

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ANDERSON, TW ;

SAWA, T .

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[2] ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM [J].

ANDERSON, TW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :565-573

[3]

BROWN GF, 1974, INT ECON REV, V15, P667

[4] COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL [J].

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[5] TESTING OVERIDENTIFYING RESTRICTIONS WHEN DISTURBANCES ARE SMALL [J].

KADANE, JB .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (329) :182-185

[6]

Mariano, 1975, J ECONOMETRICS, V3, P171

[7] APPROXIMATIONS TO DISTRIBUTION FUNCTIONS OF ORDINARY LEAST-SQUARES AND TWO-STAGE LEAST-SQUARES ESTIMATORS IN CASE OF TWO INCLUDED ENDOGENOUS VARIABLES [J].

MARIANO, RS .

ECONOMETRICA, 1973, 41 (01) :67-77

[8]

MCDONALD JF, UNPUBLISHED

[9] GENERAL APPROXIMATION TO DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATES [J].

SARGAN, JD ;

MIKHAIL, WM .

ECONOMETRICA, 1971, 39 (01) :131-&

[10] VALIDITY OF NAGARS EXPANSION FOR MOMENTS OF ECONOMETRIC ESTIMATORS [J].

SARGAN, JD .

ECONOMETRICA, 1974, 42 (01) :169-176

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