Journal article
The graph of the k-class estimator. An algebraic and statistical interpretation
Journal of econometrics, Vol.2(4), pp.373-388
1974
DOI: 10.1016/0304-4076(74)90021-9
Abstract
This paper presents an algebraic analysis of the graphs of the k-class estimator, its asymptotic standard error and asymptotic t-ratio as functions of k for a single structural equation containing one or more endogenous explanatory variables. These results are illustrated by the corresponding graphs of the second and fifth equations of the Girshick-Haavelmo (1947) Demand for Food Model. Tests of the rank condition for identification are also developed. They are found to involve the values of k which explode the k-class estimator. © 1974.
Details
- Title: Subtitle
- The graph of the k-class estimator. An algebraic and statistical interpretation
- Creators
- R. W. Farebrother - University of ManchesterN. E. Savin - University of Manchester
- Resource Type
- Journal article
- Publication Details
- Journal of econometrics, Vol.2(4), pp.373-388
- DOI
- 10.1016/0304-4076(74)90021-9
- ISSN
- 0304-4076
- eISSN
- 1872-6895
- Number of pages
- 16
- Language
- English
- Date published
- 1974
- Academic Unit
- Economics
- Record Identifier
- 9984963203002771
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