Finite sample properties of the partially restricted reduced form estimator

The paper considers the exact density of a linear function of the PRRF estimator under the same set of assumptions as in Nagar and Sahay (l978). We obtain the general expression for the exact moments of such a linear function, which can be used to obtain expressions for moments of arbitrary order. U...

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Autor principal: Hassan Arvin-Rad
Formato: article
Lenguaje:EN
PT
Publicado: Universidade de São Paulo 1998
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Acceso en línea:https://doaj.org/article/f9f3ef245d21488bab3a5c18d0e624a8
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