| Автор | Phillips, G.D.A. |
| Дата выпуска | 1980 |
| dc.description | This paper uses the approach of Adams, Gray & watkins ( 1971 ) to provide an asymptotic rationalisation for the bias reducing property of the jackknifed two stage least squares (J2SLS) estimator observed by Mikhail ( 1975 ). |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | jackknife technique |
| Тема | parameter estimation in econometric models |
| Тема | lower order biasedness |
| Название | All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model |
| Тип | research-article |
| DOI | 10.1080/03610928008827861 |
| Electronic ISSN | 1532-415X |
| Print ISSN | 0361-0926 |
| Журнал | Communications in Statistics - Theory and Methods |
| Том | 9 |
| Первая страница | 81 |
| Последняя страница | 86 |
| Аффилиация | Phillips, G.D.A.; University of Kent |
| Выпуск | 1 |
| Библиографическая ссылка | Adams, J.E., Gray, E.L. and Watkins, T.A. 1971. An Asymptotic Characterisation of Bias Reduction by Jackknifing. Annals of Mathematical Statistics, 42: 1606–1612. |
| Библиографическая ссылка | Brillinger, D.R. 1964. The Asymptotic Behaviour of Tukey's General Method of Setting Approximate Confidence Limits (the Jackknife) when Applied to Maximum Likelihood Estimates. Review of the International Statistical Institute, 32: 202–206. |
| Библиографическая ссылка | Gray, E.L. and Schucany, W.R. 1972. The Generalised Jackknife Statistic, new York: Marcel Dekker, Inc. |
| Библиографическая ссылка | Mariano, R.S. 1972. The Existence-of Moments of the Ordinary Least Squares and Two Stage Least Squares Estimators. Econometrica, 40: 643–652. |
| Библиографическая ссылка | Mikhail, W.M. 1972. The Bias of the Two Stage Least Squares Estimator. Journal of the American Statistical Association, 67: 625–627. |
| Библиографическая ссылка | Mikhail, W.M. 1975. A Comparative Monte Carlo Study of the Properties of Econometric Estimators. Journal of the American Statistical Association, 70: 94–101. |
| Библиографическая ссылка | Nagar, A.L. 1959. The Bias and Moment Matrix of the General k class Estimators of the Parameters in Simultaneous Equations. Econometrica, 27: 575–595. |
| Библиографическая ссылка | Quenouille, M. 1956. Notes on Bias in Estimation. Biometrika, 43: 353–60. |
| Библиографическая ссылка | Tukey, J.W. 1958. Bias and Confidence in Not Quite Large Samples. Annals of Mathematical Statistics, 29: 614 |
