THE MOMENTS OF OLS AND 2SLS WHEN THE DISTURBANCES ARE NON-NORMAL

被引：8

作者：

KNIGHT, JL ^{[1
]}

机构：

[1] INDIANA UNIV,BLOOMINGTON,IN 47405

来源：

JOURNAL OF ECONOMETRICS | 1985年 / 27卷 / 01期

关键词：

D O I：

10.1016/0304-4076(85)90043-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：39 / 60

页数：22

相关论文

共 15 条

[1] THE CONDITIONS UNDER WHICH GRAM-CHARLIER AND EDGEWORTH CURVES ARE POSITIVE DEFINITE AND UNIMODAL
BARTON, DE
DENNIS, KE
[J]. BIOMETRIKA, 1952, 39 (3-4) : 425 - 427
[2] STATISTICAL DISTRIBUTIONS IN UNIVARIATE AND MULTIVARIATE EDGEWORTH POPULATIONS
DAVIS, AW
[J]. BIOMETRIKA, 1976, 63 (03) : 661 - 670
[3] REGIONS OF POSITIVE AND UNIMODAL SERIES EXPANSION OF EDGEWORTH AND GRAM-CHARLIER APPROXIMATIONS
DRAPER, NR
TIERNEY, DE
[J]. BIOMETRIKA, 1972, 59 (02) : 463 - 465
[4] FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS
HALE, C
MARIANO, RS
RAMAGE, JG
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (370) : 418 - 427
[5] A NOTE ON FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS
KNIGHT, JL
[J]. ECONOMICS LETTERS, 1982, 9 (03) : 275 - 279
[6] KNIGHT JL, 1981, 40 U NEW S WAL SCH E
[7] Lee T., 1982, INTRO THEORY PRACTIC
[8] NAGAR AL, 1973, INDIAN ECON REV, V8, P69
[9] FINITE-SAMPLE THEORY AND THE DISTRIBUTIONS OF ALTERNATIVE ESTIMATORS OF THE MARGINAL PROPENSITY TO CONSUME
PHILLIPS, PCB
[J]. REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) : 183 - 224
[10] PHILLIPS PCB, 1982, 617 YAL U COWL F DIS