Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference29 articles.
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3. Exact Small Sample Theory in the Simultaneous Equations Model;Phillips,1983
4. Comparing single equation estimators in a simultaneous equation system;Anderson;Econometric Theory,1986
5. Estimating linear restrictions on regression coefficients for multivariate normal distributions;Anderson;Annals of Mathematical Statistics,1951
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