APPROXIMATE DISTRIBUTIONS OF K-CLASS ESTIMATORS WHEN THE DEGREE OF OVERIDENTIFIABILITY IS LARGE COMPARED WITH THE SAMPLE-SIZE

被引：69

作者：

MORIMUNE, K

机构：

[1] KYOTO UNIV,KYOTO 606,JAPAN

[2] UNIV ILLINOIS,URBANA,IL 61801

来源：

ECONOMETRICA | 1983年 / 51卷 / 03期

关键词：

D O I：

10.2307/1912160

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：821 / 841

页数：21

共 16 条

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[8] SADDLEPOINT APPROXIMATION TO THE DISTRIBUTION OF THE K-CLASS ESTIMATOR OF A COEFFICIENT IN A SIMULTANEOUS SYSTEM [J].

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ECONOMETRICA, 1979, 47 (06) :1527-1547

[9] COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL [J].

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