ALTERNATIVE ASYMPTOTIC TESTS OF SIGNIFICANCE AND RELATED ASPECTS OF 2SLS AND 3SLS ESTIMATED PARAMETERS

被引:20
作者
DHRYMES, PJ [1 ]
机构
[1] UNIV PENN,PHILADELPHIA,PA
关键词
D O I
10.2307/2296838
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:213 / 226
页数:14
相关论文
共 9 条
[1]  
ANDERSON RW, 1950, ANN MATHEMATICAL STA, V21, P570
[2]   ESTIMATION OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].
ANDERSON, TW ;
RUBIN, H .
ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (01) :46-63
[3]  
BASSMAN RL, INDIAN ECONOMIC J, V12, P387
[4]  
BASSMAN RL, 1961, J AM STATISTICAL ASS, V56, P619
[5]  
Cramer H, 1946, METHODS MATH STAT
[6]  
Loeve M., 1960, PROBABILITY THEORY
[7]   ON THE EFFICIENCY OF 3-STAGE LEAST-SQUARES ESTIMATION [J].
MADANSKY, A .
ECONOMETRICA, 1964, 32 (1-2) :51-56
[8]  
Scheffe H., 1999, ANAL VARIANCE, V72
[9]   3-STAGE LEAST-SQUARES - SIMULTANEOUS ESTIMATION OF SIMULTANEOUS-EQUATIONS [J].
ZELLNER, A ;
THEIL, H .
ECONOMETRICA, 1962, 30 (01) :54-78