THe Exact Distribution of Instrumental Variable (Ⅳ)Estimators of Endogenous Variable Parameters with a Certain Kind of Non-Normal Disturbance in the Simultaneous Equations

您当前的位置：

首页 >

文章列表页 >

THe Exact Distribution of Instrumental Variable (Ⅳ)Estimators of Endogenous Variable Parameters with a Certain Kind of Non-Normal Disturbance in the Simultaneous Equations

更新时间：2023-12-11

- THe Exact Distribution of Instrumental Variable (Ⅳ)Estimators of Endogenous Variable Parameters with a Certain Kind of Non-Normal Disturbance in the Simultaneous Equations
- Acta Scientiarum Naturalium Universitatis SunYatseni Vol. 27, Issue 3, Pages: 23-31(1988)
- 作者机构：
  
  中山大学计算机科学系 1986级研究生
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：1988，
  
  Published Online：25 July 1988，
扫描看全文
THe Exact Distribution of Instrumental Variable (Ⅳ)Estimators of Endogenous Variable Parameters with a Certain Kind of Non-Normal Disturbance in the Simultaneous Equations. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 27(3):23-31(1988)
DOI：

THe Exact Distribution of Instrumental Variable (Ⅳ)Estimators of Endogenous Variable Parameters with a Certain Kind of Non-Normal Disturbance in the Simultaneous Equations. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 27(3):23-31(1988) DOI：

摘要

在联立方程中扰动项遵循第三类椭球等高分布时

导出了单一方程内生变量系数的工具变量法(Ⅳ)估计量的精确分布

Abstract

We derive the exact distribution of the instrumental variable (IV) estimators of the parameters of endogenous variables with the disturbance being the third kind of elliptically contoured distribution in the simultaneous equations

generalized the result of Phillips (1980).

关键词

椭球等高分布工具变量法带状多项式

Keywords

references

Views

下载量

CSCD

Alert me when the article has been cited

提交

Tools

Publicity Resources

No data

Related Author

No data

Related Institution

No data

Postal code：510275
Tel：020-84112585，84113223 Email：xuebaozr@mail.sysu.edu.cn
Technical support is provided by Beijing Founder electronics co., LTD 京ICP备09064830号-19 京公网安备11010802024621
It is recommended to read the content of this site in Chrome&IE9+. Please switch to extreme mode in browser 360.
Cookies We use cookies to help provide and enhance our service and tailor content. By continuing, you agree to the use of cookies.

⁰