SMALL-SAMPLE ESTIMATION OF A STRUCTURAL EQUATION WITH AUTOCORRELATED ERRORS

被引:9
作者
HURD, MD
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D O I
10.2307/2284439
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
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页码:567 / 573
页数:7
相关论文
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[2]  
Goldberger A. S., 1964, ECONOMETRIC THEORY
[3]   SMALL-SAMPLE PROPERTIES OF SEVERAL 2-STAGE REGRESSION METHODS IN CONTEXT OF AUTO-CORRELATED ERRORS [J].
RAO, P ;
GRILICHE.Z .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (325) :253-&
[4]  
SAWA T, 1970, 36 STANF U I MATH ST