The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Oct, 1959, Volume 27, Issue 4
https://www.jstor.org/stable/1909352
p. 575-595
A. L. Nagar
In this article we study the small sample properties of the so called general k-class estimators of simultaneous equations. Two members of the family of k-class estimators are found, one of which is unbiased to the degree of our approximation and the other possesses a minimum second moment around the true parameter value, again to the order of our approximation.
December 4, 2024
