Approximations to the Distribution Functions of Theil's K-Class Estimators

Author

Roberto S. Mariano, Singapore Management UniversityFollow

Publication Type

Journal Article

Publication Date

1973

Abstract

For fixed sample size N, the distribution functions of the k-class estimators (k non-stochastic) are approximated up to terms whose order of magnitude is 1/μ, where μ 2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class estimators.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Econometrica

Volume

41

Issue

4

First Page

715

Last Page

722

ISSN

0012-9682

Identifier

10.2307/1914091

Publisher

Econometric Society

Citation

Mariano, Roberto S.. Approximations to the Distribution Functions of Theil's K-Class Estimators. (1973). Econometrica. 41, (4), 715-722.
Available at: https://ink.library.smu.edu.sg/soe_research/57

Additional URL

https://doi.org/10.2307/1914091