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8. Exact Small Sample Theory in the Simultaneous Equations Model - P. C. B. Phillips.pdf (4.27 MB, 需要: 3 个论坛币)

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关键词：econometrics Econometric handbook metrics econom handbook

Chapter 8
EXACT SMALL SAMPLE THEORY
IN THE SIMULTANEOUS EQUATIONS MODEL
P. C. B. PHILLIPS*
Yale University
Contents
1. Introduction 451
2. Simple mechanics of distribution theory 454
2. I. Primitive exact relations and useful inversion formulae 454
2.2. Approach via sample moments of the data 455
2.3. Asymptotic expansions and approximations 457
2.4. The Wishart distribution and related issues 459
3. Exact theory in the simultaneous equations model 463
The model and notation
Generic statistical forms of common single equation estimators
The standardizing transformations
The analysis of leading cases
The exact distribution of the IV estimator in the general single equation case
The case of two endogenous variables
Structural variance estimators
Test statistics
Systems estimators and reduced-form coefficients
Improved estimation of structural coefficients
Supplementary results on moments
Misspecification
4. A new approach to small sample theory
4.1 Intuitive ideas
4.2. Rational approximation
4.3. Curve fitting or constructive functional approximation?
5. Concluding remarks
References

Chapter 8
EXACT SMALL SAMPLE THEORY
IN THE SIMULTANEOUS EQUATIONS MODEL
P. C. B. PHILLIPS*
Yale University
Contents
1. Introduction 451
2. Simple mechanics of distribution theory 454
2. I. Primitive exact relations and useful inversion formulae 454
2.2. Approach via sample moments of the data 455
2.3. Asymptotic expansions and approximations 457
2.4. The Wishart distribution and related issues 459
3. Exact theory in the simultaneous equations model 463
The model and notation
Generic statistical forms of common single equation estimators
The standardizing transformations
The analysis of leading cases
The exact distribution of the IV estimator in the general single equation case
The case of two endogenous variables
Structural variance estimators
Test statistics
Systems estimators and reduced-form coefficients
Improved estimation of structural coefficients
Supplementary results on moments
Misspecification
4. A new approach to small sample theory
4.1 Intuitive ideas
4.2. Rational approximation
4.3. Curve fitting or constructive functional approximation?
5. Concluding remarks
References

好东西，多人支持！

好东西，切盼楼主能发前7~

怎么回事啊？币已经花了，但是发现文件损坏看不到~

方便的话楼主发一份给我吧：lillion.wan@163.com
多谢啦

前七已经发了呀 5# lillion

已经重新上传过了，不好意思啊 6# lillion

还以为handbook出了第八卷呢，坛子里不是有全本1-6卷的电子书吗。