NOTE ON COMPARISON OF ORDINARY AND 2-STAGE LEAST-SQUARES ESTIMATORS

被引：21

作者：

RICHARDSON, DH

WU, DM

机构：

来源：

ECONOMETRICA | 1971年 / 39卷 / 06期

关键词：

D O I：

10.2307/1909670

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：973 / +

页数：1

相关论文

共 8 条

[1] THE EXACT SAMPLING DISTRIBUTIONS OF LEAST-SQUARES AND MAXIMUM-LIKELIHOOD ESTIMATORS OF THE MARGINAL PROPENSITY TO CONSUME [J].

BERGSTROM, AR .

ECONOMETRICA, 1962, 30 (03) :480-490

[2]

BRONFENBRENNER J, 1953, 14 COWL COMM MON, P221

[3] THE BIAS AND MOMENT MATRIX OF THE GENERAL KAPPA-CLASS ESTIMATORS OF THE PARAMETERS IN SIMULTANEOUS-EQUATIONS [J].

NAGAR, AL .

ECONOMETRICA, 1959, 27 (04) :575-595

[4]

RAO CR, 1965, LINEAR STATISTICAL I

[5] EXACT DISTRIBUTION OF A STRUCTURAL COEFFICIENT ESTIMATOR [J].

RICHARDSON, DH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1214-+

[6] LEAST SQUARES AND GROUPING METHOD ESTIMATORS IN ERRORS IN VARIABLES MODEL [J].

RICHARDSON, DH ;

WU, DM .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1970, 65 (330) :724-748

[7] EXACT SAMPLING DISTRIBUTION OF ORDINARY LEAST SQUARES AND 2-STAGE LEAST SQUARES ESTIMATORS [J].

SAWA, T .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) :923-&

[8]

SLATER LJ, 1960, CONFLUENT HYPERGOMET