The numerical values of some key parameters in econometric models-Reference-Cited by-同舟云学术

The numerical values of some key parameters in econometric models

Published:1983-02 Issue:2 Volume:21 Page:229-243
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Anderson T.W.,Morimune Kimio,Sawa Takamitsu

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference22 articles.

1. An asymptotic expansion of the distribution of the LIML estimate of a coefficient in a simultaneous equation system;Anderson;Journal of the American Statistical Association,1974

2. Asymptotic expansions of the distributions of estimates in simultaneous equation for alternative parameter sequences;Anderson;Econometrica,1977

3. Estimation of parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1949

4. The asymptotic properties of estimates of the parameters of a single equation in a complete system of stochastic equations;Anderson;Annals of Mathematical Statistics,1950

5. Distributions of estimates of coefficients of a single equation in a simultaneous system and their asymptotic expansions;Anderson;Econometrica,1973

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