A Note on the Exact Finite Sample Frequency Functions of Generalized Classical Linear Estimators in a Leading Three-Equation Case
作者:
R.L. Basmann,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1963)
卷期:
Volume 58,
issue 301
页码: 161-171
ISSN:0162-1459
年代: 1963
DOI:10.1080/01621459.1963.10500838
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this article some leading results of a mathematical investigation of exact finite sample distributions of GCL estimators are given. These results pertain to the distributions of estimators of coefficients appearing in econometric systems of three structural equations. The results show that the general forms of exact distributions derived for coefficient estimators in two-equation systems re-appear in the corresponding cases of three equations systems.
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