SMALL SAMPLE AND ASYMPTOTIC RELATIONS BETWEEN MAXIMUM LIKELIHOOD AND 3-STAGE LEAST-SQUARES ESTIMATORS

被引：24

作者：

DHRYMES, PJ ^{[1
]}

机构：

[1] UNIV PENN,PHILADELPHIA,PA 19104

来源：

关键词：

D O I：

10.2307/1913495

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：357 / 364

页数：8

共 7 条

CHOW, GC .

[2]

CHOW GC, 1968, INT ECON REV, V9, P100

[3]

DHRYMES PJ, 1970, ECONOMETRICS STATIST

[4]

DHRYMES PJ, 1968, 83 U PENN DEP EC DIS

[5] ON THE EFFICIENCY OF 3-STAGE LEAST-SQUARES ESTIMATION [J].

MADANSKY, A .

[6] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATION SYSTEMS [J].

ROTHENBERG, TJ ;

LEENDERS, CT .

[7] 3-STAGE LEAST-SQUARES AND FULL MAXIMUM-LIKELIHOOD ESTIMATES [J].

SARGAN, JD .