COMPARISON OF k-CLASS ESTIMATORS WHEN THE DISTURBANCES ARE SMALL.

Abstract

Asymptotic expansions of the variance of the disturbance around zero are found for the bias (to order sigma squared) and moment matrix (to order sigma to the 4th power) of all k-class estimators, including limited information maximum likelihood. The discussion relates the results to large sample asymptotic theory, Monte Carlo experiments and exact fixed-sample studies of linear simultaneous equation regression techniques. Several uniformities of interest are found. (Author)

Document Details

Document Type
Technical Report
Publication Date
Apr 11, 1969
Accession Number
AD0687112

Entities

People

  • Joseph B. Kadane

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Asymptotic Series
  • Cooperation
  • Economics
  • Equations
  • Estimators
  • Mathematics
  • Simultaneous Equations

Fields of Study

  • Mathematics

Readers

  • Military Engineering.
  • Statistical inference.