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

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  • George Brown

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  • 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
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    References listed on IDEAS

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    1. Kadane, Joseph B, 1971. "Comparison of k-Class Estimators when the Disturbances are Small," Econometrica, Econometric Society, vol. 39(5), pages 723-737, September.
    2. 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.
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