Sur le biais introduit par les estimateurs de la k-classe dans l’estimation des modèles linéaires interdépendants
Revue de Statistique Appliquée, Volume 24 (1976) no. 3, p. 71-90
@article{RSA_1976__24_3_71_0,
     author = {Marciano, J.-P.},
     title = {Sur le biais introduit par les estimateurs de la $k$-classe dans l'estimation des mod\`eles lin\'eaires interd\'ependants},
     journal = {Revue de Statistique Appliqu\'ee},
     publisher = {Soci\'et\'e de Statistique de France},
     volume = {24},
     number = {3},
     year = {1976},
     pages = {71-90},
     language = {fr},
     url = {http://www.numdam.org/item/RSA_1976__24_3_71_0}
}
Marciano, J.-P. Sur le biais introduit par les estimateurs de la $k$-classe dans l’estimation des modèles linéaires interdépendants. Revue de Statistique Appliquée, Volume 24 (1976) no. 3, pp. 71-90. http://www.numdam.org/item/RSA_1976__24_3_71_0/

[0] R.L. Basmann - A note on the exact Finite sample Frequency Fonctions of generalised classical linear Estimators, Journal of the American Statistical Association, 56, 1964.

[1] A. Bonnafous - La logique de l'investigation économétrique, Dunod, 1973. | Zbl 0287.62060

[2] J.B. Kadane - Comparison of k class estimators when the disturbances are small, Econometrica, 39, 1971. | MR 398041 | Zbl 0232.62011

[3] E. Malinvaud - Méthodes Statistiques de l'Econométrie, Dunod, 1969.

[4] R. Mariano - The existence of moments of the ordinary least squares and two stage least squares estimators, Econometrica, 40, 1972. | MR 331604 | Zbl 0258.62068

[5] A.L. Nagar - The bias and moment matrix of the general k-class of estimators of the parameters in simultaneous equations, Econometrica, 27, 1959. | MR 120730 | Zbl 0091.15202

[6] A.L. Nagar - The exact mean of the two stage least squares estimators of the structural parameters in an equation having three endogenous variables, Econometrica, 42, 1974. | MR 440855 | Zbl 0291.62142

[7] J.O. Sargan - The moments of the 3 SLS estimates of the structural coefficients of a simultaneous equation model, Cowles Foundation Paper, 1974.

[8] T. Sawa - Almost unbiased estimator in simultaneous equation systems, International Economic Review, 14, 1973. | MR 388714 | Zbl 0283.62099

[9] H. Theil - Principles of Econometrics, North Holland, 1971. | Zbl 0221.62002

[10] A. Zellner & H. Theil - Three stage least squares, Econometrica, 30, 1962. | Zbl 0106.13205