IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v27y1975i1p463-472.html
   My bibliography  Save this article

The small-disturbance asymptotic moment matrix ofk-class estimates of parameters of different equations in a complete system of simultaneous linear equations

Author

Listed:
  • George Brown

Abstract

No abstract is available for this item.

Suggested Citation

  • George Brown, 1975. "The small-disturbance asymptotic moment matrix ofk-class estimates of parameters of different equations in a complete system of simultaneous linear equations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 27(1), pages 463-472, December.
    • Handle: RePEc:spr:aistmt:v:27:y:1975:i:1:p:463-472
    DOI: 10.1007/BF02504663
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/BF02504663
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/BF02504663?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nagar, A L & Gupta, Y P, 1970. "The Moment Matrix of the Two-Stage Least-Squares Estimator of Coefficients in Different Equations of a Complete System of Simultaneous Equations," Econometrica, Econometric Society, vol. 38(1), pages 39-49, January.
    2. Kadane, Joseph B, 1971. "Comparison of k-Class Estimators when the Disturbances are Small," Econometrica, Econometric Society, vol. 39(5), pages 723-737, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Offer Lieberman & Peter C. B. Phillips, 2014. "Norming Rates And Limit Theory For Some Time-Varying Coefficient Autoregressions," Journal of Time Series Analysis, Wiley Blackwell, vol. 35(6), pages 592-623, November.
    2. Kremers, Jeroen J M & Ericsson, Neil R & Dolado, Juan J, 1992. "The Power of Cointegration Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 325-348, August.
    3. David E. Giles, 2005. "The Bias of Inequality Measures in Very Small Samples: Some Analytic Results," Econometrics Working Papers 0514, Department of Economics, University of Victoria.
    4. Campos, Julia & Ericsson, Neil R. & Hendry, David F., 1996. "Cointegration tests in the presence of structural breaks," Journal of Econometrics, Elsevier, vol. 70(1), pages 187-220, January.
    5. Naoto Kunitomo, 1979. "Asymptotic Optimality of the Limited Information Maximum Likelihood Estimator in Large Econometric Models," Discussion Papers 503, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    6. Qian, Chen & Giles, David E., 2007. "The bias of elasticity estimators in linear regression: Some analytic results," Economics Letters, Elsevier, vol. 94(2), pages 185-191, February.
    7. Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    8. Andrei Zeleneev & Kirill Evdokimov, 2023. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 10/23, Institute for Fiscal Studies.
    9. Kirill S. Evdokimov & Andrei Zeleneev, 2023. "Simple Estimation of Semiparametric Models with Measurement Errors," Papers 2306.14311, arXiv.org, revised Mar 2024.
    10. Steve Satchell, 1999. "The Small Noise Arbitrage Pricing Theory," Research Paper Series 4, Quantitative Finance Research Centre, University of Technology, Sydney.
    11. Christian Gourieroux & Joann Jasiak, 2022. "Long Run Risk in Stationary Structural Vector Autoregressive Models," Papers 2202.09473, arXiv.org.
    12. Zhang, Lan & Mykland, Per A. & Aït-Sahalia, Yacine, 2011. "Edgeworth expansions for realized volatility and related estimators," Journal of Econometrics, Elsevier, vol. 160(1), pages 190-203, January.
    13. Oberhelman, Dennis & Rao Kadiyala, K., 2000. "Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogenous variables," Journal of Econometrics, Elsevier, vol. 98(1), pages 163-185, September.
    14. Kiviet, Jan F., 2020. "Testing the impossible: Identifying exclusion restrictions," Journal of Econometrics, Elsevier, vol. 218(2), pages 294-316.
    15. José A. Hernández, 2005. "A note on the asymptotic efficiency of the restricted estimation," Documentos de trabajo conjunto ULL-ULPGC 2005-01, Facultad de Ciencias Económicas de la ULPGC.
    16. Saman Banafti & Tae-Hwy Lee, 2022. "Inferential Theory for Granular Instrumental Variables in High Dimensions," Papers 2201.06605, arXiv.org, revised Sep 2023.
    17. R. Karan Singh & S. Qaim Akbar & S. A. H. Rizvi, 2003. "Concentration probabilities and generalized mixed regression estimators in regression model," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 105-117.
    18. Phillips, Garry D. A., 2000. "An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.
    19. Kiviet, Jan F. & Phillips, Garry D.A., 2012. "Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3705-3729.
    20. Gourieroux, Christian & Jasiak, Joann, 2010. "Inference for Noisy Long Run Component Process," MPRA Paper 98987, University Library of Munich, Germany.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:27:y:1975:i:1:p:463-472. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.