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FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS
被引:12
作者
:
HALE, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT STAT,PHILADELPHIA,PA 19104
HALE, C
MARIANO, RS
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT STAT,PHILADELPHIA,PA 19104
MARIANO, RS
RAMAGE, JG
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV PENN,DEPT STAT,PHILADELPHIA,PA 19104
RAMAGE, JG
机构
:
[1]
UNIV PENN,DEPT STAT,PHILADELPHIA,PA 19104
[2]
UNIV PENN,DEPT ECON,PHILADELPHIA,PA 19104
来源
:
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION
|
1980年
/ 75卷
/ 370期
关键词
:
D O I
:
10.2307/2287470
中图分类号
:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号
:
020208 ;
070103 ;
0714 ;
摘要
:
引用
收藏
页码:418 / 427
页数:10
相关论文
共 20 条
[1]
REMARKS CONCERNING APPLICATION OF EXACT FINITE-SAMPLE DISTRIBUTION-FUNCTIONS OF GCL ESTIMATORS IN ECONOMETRIC STATISTICAL-INFERENCE
BASMANN, RL
论文数:
0
引用数:
0
h-index:
0
BASMANN, RL
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1963,
58
(304)
: 943
-
&
[2]
ON THE COST OF APPROXIMATE SPECIFICATION IN SIMULTANEOUS EQUATION ESTIMATION
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
ECONOMETRICA,
1961,
29
(02)
: 139
-
170
[3]
RELATIVE SENSITIVITY TO SPECIFICATION ERROR OF DIFFERENT K-CLASS ESTIMATORS
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1966,
61
(314P)
: 345
-
&
[4]
APPROXIMATE SPECIFICATION AND CHOICE OF A K-CLASS ESTIMATOR
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1967,
62
(320)
: 1265
-
&
[5]
HALE C, 1975, 33 U KENT DISC PAP
[6]
SPECIFICATION TESTS IN ECONOMETRICS
HAUSMAN, JA
论文数:
0
引用数:
0
h-index:
0
HAUSMAN, JA
[J].
ECONOMETRICA,
1978,
46
(06)
: 1251
-
1271
[7]
COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL
KADANE, JB
论文数:
0
引用数:
0
h-index:
0
KADANE, JB
[J].
ECONOMETRICA,
1971,
39
(05)
: 723
-
&
[8]
TESTING OVERIDENTIFYING RESTRICTIONS WHEN DISTURBANCES ARE SMALL
KADANE, JB
论文数:
0
引用数:
0
h-index:
0
KADANE, JB
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1970,
65
(329)
: 182
-
185
[9]
KLEIN RG, UNPUBLISHED
[10]
Mariano, 1975, J ECONOMETRICS, V3, P171
←
1
2
→
共 20 条
[1]
REMARKS CONCERNING APPLICATION OF EXACT FINITE-SAMPLE DISTRIBUTION-FUNCTIONS OF GCL ESTIMATORS IN ECONOMETRIC STATISTICAL-INFERENCE
BASMANN, RL
论文数:
0
引用数:
0
h-index:
0
BASMANN, RL
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1963,
58
(304)
: 943
-
&
[2]
ON THE COST OF APPROXIMATE SPECIFICATION IN SIMULTANEOUS EQUATION ESTIMATION
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
ECONOMETRICA,
1961,
29
(02)
: 139
-
170
[3]
RELATIVE SENSITIVITY TO SPECIFICATION ERROR OF DIFFERENT K-CLASS ESTIMATORS
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1966,
61
(314P)
: 345
-
&
[4]
APPROXIMATE SPECIFICATION AND CHOICE OF A K-CLASS ESTIMATOR
FISHER, FM
论文数:
0
引用数:
0
h-index:
0
FISHER, FM
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1967,
62
(320)
: 1265
-
&
[5]
HALE C, 1975, 33 U KENT DISC PAP
[6]
SPECIFICATION TESTS IN ECONOMETRICS
HAUSMAN, JA
论文数:
0
引用数:
0
h-index:
0
HAUSMAN, JA
[J].
ECONOMETRICA,
1978,
46
(06)
: 1251
-
1271
[7]
COMPARISON OF K-CLASS ESTIMATORS WHEN DISTURBANCES ARE SMALL
KADANE, JB
论文数:
0
引用数:
0
h-index:
0
KADANE, JB
[J].
ECONOMETRICA,
1971,
39
(05)
: 723
-
&
[8]
TESTING OVERIDENTIFYING RESTRICTIONS WHEN DISTURBANCES ARE SMALL
KADANE, JB
论文数:
0
引用数:
0
h-index:
0
KADANE, JB
[J].
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION,
1970,
65
(329)
: 182
-
185
[9]
KLEIN RG, UNPUBLISHED
[10]
Mariano, 1975, J ECONOMETRICS, V3, P171
←
1
2
→