A NOTE ON FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS

被引:5
作者
KNIGHT, JL
机构
关键词
D O I
10.1016/0165-1765(82)90163-X
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:275 / 279
页数:5
相关论文
共 3 条
[1]   FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS [J].
HALE, C ;
MARIANO, RS ;
RAMAGE, JG .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (370) :418-427
[2]  
NAGAR AL, 1973, INDIAN ECON REV, V8, P69
[3]   EXACT MEAN OF 2-STAGE LEAST-SQUARES ESTIMATOR OF STRUCTURAL PARAMETERS IN AN EQUATION HAVING 3 ENDOGENOUS VARIABLES [J].
ULLAH, A ;
NAGAR, AL .
ECONOMETRICA, 1974, 42 (04) :749-758