Sur le biais introduit par les estimateurs de la k -classe dans l’estimation des modèles linéaires interdépendants

J.-P. Marciano

Revue de Statistique Appliquée (1976)

  • Volume: 24, Issue: 3, page 71-90
  • ISSN: 0035-175X

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Marciano, J.-P.. "Sur le biais introduit par les estimateurs de la $k$-classe dans l’estimation des modèles linéaires interdépendants." Revue de Statistique Appliquée 24.3 (1976): 71-90. <http://eudml.org/doc/106024>.

@article{Marciano1976,
author = {Marciano, J.-P.},
journal = {Revue de Statistique Appliquée},
language = {fre},
number = {3},
pages = {71-90},
publisher = {Société de Statistique de France},
title = {Sur le biais introduit par les estimateurs de la $k$-classe dans l’estimation des modèles linéaires interdépendants},
url = {http://eudml.org/doc/106024},
volume = {24},
year = {1976},
}

TY - JOUR
AU - Marciano, J.-P.
TI - Sur le biais introduit par les estimateurs de la $k$-classe dans l’estimation des modèles linéaires interdépendants
JO - Revue de Statistique Appliquée
PY - 1976
PB - Société de Statistique de France
VL - 24
IS - 3
SP - 71
EP - 90
LA - fre
UR - http://eudml.org/doc/106024
ER -

References

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  1. [0] R.L. Basmann - A note on the exact Finite sample Frequency Fonctions of generalised classical linear Estimators, Journal of the American Statistical Association, 56, 1964. 
  2. [1] A. Bonnafous - La logique de l'investigation économétrique, Dunod, 1973. Zbl0287.62060
  3. [2] J.B. Kadane - Comparison of k class estimators when the disturbances are small, Econometrica, 39, 1971. Zbl0232.62011MR398041
  4. [3] E. Malinvaud - Méthodes Statistiques de l'Econométrie, Dunod, 1969. 
  5. [4] R. Mariano - The existence of moments of the ordinary least squares and two stage least squares estimators, Econometrica, 40, 1972. Zbl0258.62068MR331604
  6. [5] A.L. Nagar - The bias and moment matrix of the general k-class of estimators of the parameters in simultaneous equations, Econometrica, 27, 1959. Zbl0091.15202MR120730
  7. [6] A.L. Nagar - The exact mean of the two stage least squares estimators of the structural parameters in an equation having three endogenous variables, Econometrica, 42, 1974. Zbl0291.62142MR440855
  8. [7] J.O. Sargan - The moments of the 3 SLS estimates of the structural coefficients of a simultaneous equation model, Cowles Foundation Paper, 1974. 
  9. [8] T. Sawa - Almost unbiased estimator in simultaneous equation systems, International Economic Review, 14, 1973. Zbl0283.62099MR388714
  10. [9] H. Theil — Principles of Econometrics, North Holland, 1971. Zbl0221.62002
  11. [10] A. Zellner & H. Theil — Three stage least squares, Econometrica, 30, 1962. Zbl0106.13205

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