Approximations to the Distribution Functions of Theil's K-Class Estimators

• 主要作者: Mariano, Roberto S.
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 1973
• 主題: Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/57

For fixed sample size N, the distribution functions of the k-class estimators (k non-stochastic) are approximated up to terms whose order of magnitude is 1/μ, where μ 2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class es...