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

收藏

页码：509 / 518

页数：10

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[1] DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS
ANDERSON, TW
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[2] ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM
ANDERSON, TW
[J]. 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
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[J]. ECONOMETRICA, 1971, 39 (05) : 723 - &
[5] TESTING OVERIDENTIFYING RESTRICTIONS WHEN DISTURBANCES ARE SMALL
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[J]. 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
MARIANO, RS
[J]. ECONOMETRICA, 1973, 41 (01) : 67 - 77
[8] MCDONALD JF, UNPUBLISHED
[9] GENERAL APPROXIMATION TO DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATES
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[J]. ECONOMETRICA, 1971, 39 (01) : 131 - &
[10] VALIDITY OF NAGARS EXPANSION FOR MOMENTS OF ECONOMETRIC ESTIMATORS
SARGAN, JD
[J]. ECONOMETRICA, 1974, 42 (01) : 169 - 176