Mixed estimation, in contrast to pure estimation, in regression analysis was proposed sometime ago by Theil and Goldberger. More recently Theil has proposed an f-class of these estimates. In this paper we analyze the bias to order 1/T, T being the number of observations, and the moment matrix to order 1/T^2 of a member of the f-class.
MLA
Nagar, A. L., and N. C. Kakwani. “The Bias and Moment Matrix of a Mixed Regression Estimator.” Econometrica, vol. 32, .no 1, Econometric Society, 1964, pp. 174-182, https://www.jstor.org/stable/1913742
Chicago
Nagar, A. L., and N. C. Kakwani. “The Bias and Moment Matrix of a Mixed Regression Estimator.” Econometrica, 32, .no 1, (Econometric Society: 1964), 174-182. https://www.jstor.org/stable/1913742
APA
Nagar, A. L., & Kakwani, N. C. (1964). The Bias and Moment Matrix of a Mixed Regression Estimator. Econometrica, 32(1), 174-182. https://www.jstor.org/stable/1913742
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