SOME FURTHER RESULTS ON THE EXACT SMALL SAMPLE PROPERTIES OF THE INSTRUMENTAL VARIABLE ESTIMATOR

被引:240
作者
NELSON, CR
STARTZ, R
机构
关键词
D O I
10.2307/2938359
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:967 / 976
页数:10
相关论文
共 13 条
[1]  
ANDERSON TW, 1982, ADV ECONOMETRICS, P109
[2]  
BASMANN RL, 1974, FRONTIERS QUANTITATI, V2, P209
[3]  
Fieller EC, 1932, BIOMETRIKA, V24, P428, DOI 10.2307/2331976
[4]  
HINKLEY DV, 1969, BIOMETRIKA, V56, P635, DOI 10.1093/biomet/56.3.635
[5]  
JOHNSON NL, 1972, DISTRIBUTIONS STATIS
[6]   NOTE ON THE DISTRIBUTION-FUNCTIONS OF LIML AND 2SLS STRUCTURAL COEFFICIENT IN THE EXACTLY IDENTIFIED CASE [J].
MARIANO, RS ;
MCDONALD, JB .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (368) :847-848
[8]  
NELSON CR, 1990, IN PRESS J BUSIN JAN
[10]  
PHILLIPS PCB, 1983, HDB ECONOMETRICS, V1, pCH8