THE MOMENTS OF OLS AND 2SLS WHEN THE DISTURBANCES ARE NON-NORMAL

被引:8
作者
KNIGHT, JL [1 ]
机构
[1] INDIANA UNIV,BLOOMINGTON,IN 47405
关键词
D O I
10.1016/0304-4076(85)90043-0
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:39 / 60
页数:22
相关论文
共 15 条
[1]   THE CONDITIONS UNDER WHICH GRAM-CHARLIER AND EDGEWORTH CURVES ARE POSITIVE DEFINITE AND UNIMODAL [J].
BARTON, DE ;
DENNIS, KE .
BIOMETRIKA, 1952, 39 (3-4) :425-427
[2]   STATISTICAL DISTRIBUTIONS IN UNIVARIATE AND MULTIVARIATE EDGEWORTH POPULATIONS [J].
DAVIS, AW .
BIOMETRIKA, 1976, 63 (03) :661-670
[3]   REGIONS OF POSITIVE AND UNIMODAL SERIES EXPANSION OF EDGEWORTH AND GRAM-CHARLIER APPROXIMATIONS [J].
DRAPER, NR ;
TIERNEY, DE .
BIOMETRIKA, 1972, 59 (02) :463-465
[4]   FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS [J].
HALE, C ;
MARIANO, RS ;
RAMAGE, JG .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1980, 75 (370) :418-427
[5]   A NOTE ON FINITE-SAMPLE ANALYSIS OF MISSPECIFICATION IN SIMULTANEOUS EQUATION MODELS [J].
KNIGHT, JL .
ECONOMICS LETTERS, 1982, 9 (03) :275-279
[6]  
KNIGHT JL, 1981, 40 U NEW S WAL SCH E
[7]  
Lee T., 1982, INTRO THEORY PRACTIC
[8]  
NAGAR AL, 1973, INDIAN ECON REV, V8, P69
[9]   FINITE-SAMPLE THEORY AND THE DISTRIBUTIONS OF ALTERNATIVE ESTIMATORS OF THE MARGINAL PROPENSITY TO CONSUME [J].
PHILLIPS, PCB .
REVIEW OF ECONOMIC STUDIES, 1980, 47 (01) :183-224
[10]  
PHILLIPS PCB, 1982, 617 YAL U COWL F DIS