DISTRIBUTIONS OF ESTIMATES OF COEFFICIENTS OF A SINGLE EQUATION IN A SIMULTANEOUS SYSTEM AND THEIR ASYMPTOTIC EXPANSIONS

被引：37

作者：

ANDERSON, TW

SAWA, T

机构：

[1] STANFORD UNIV,STANFORD,CA

[2] KYOTO UNIV,KYOTO,JAPAN

来源：

ECONOMETRICA | 1973年 / 41卷 / 04期

关键词：

D O I：

10.2307/1914090

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：683 / 714

页数：32

共 9 条

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[2] THE ASYMPTOTIC PROPERTIES OF ESTIMATES OF THE PARAMETERS OF A SINGLE EQUATION IN A COMPLETE SYSTEM OF STOCHASTIC EQUATIONS [J].

ANDERSON, TW ;

RUBIN, H .

ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (04) :570-582

[3] A GENERALIZED CLASSICAL METHOD OF LINEAR-ESTIMATION OF COEFFICIENTS IN A STRUCTURAL EQUATION [J].

BASMANN, RL .

ECONOMETRICA, 1957, 25 (01) :77-83

[4] SERIES REPRESENTATIONS OF DISTRIBUTIONS OF QUADRATIC FORMS IN NORMAL VARIABLES .2. NON-CENTRAL CASE [J].

KOTZ, S ;

JOHNSON, NL ;

BOYD, DW .

ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (03) :838-&

[5]

Mariano R. A., 1969, 27 STANF U I MATH ST

[6]

MARIANO RS, TO BE PUBLISHED

[7] EXACT DISTRIBUTION OF A STRUCTURAL COEFFICIENT ESTIMATOR [J].

RICHARDSON, DH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1214-+

[8] EXACT SAMPLING DISTRIBUTION OF ORDINARY LEAST SQUARES AND 2-STAGE LEAST SQUARES ESTIMATORS [J].

SAWA, T .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1969, 64 (327) :923-&

[9]

THEIL H, 1958, ECONOMIC FORECASTS P

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