標題: Two-stage Welsh's trimmed mean for the simultaneous equations model
作者: Chen, LA
Liang, KY
Liu, CC
統計學研究所
Institute of Statistics
關鍵字: Aitken estimator;generalized least squares estimator;simultaneous equations model;trimmed mean
公開日期: 1-十二月-2001
摘要: This paper discusses the large sample theory of the two-stage Welsh's trimmed mean for the limited information simultaneous equations model. Besides having asymptotic normality, this trimmed mean, as the two-stage least squares estimator, is a generalized least squares estimator. It also acts as a robust Aitken estimator for the simultaneous equations model. Examples illustrate real data analysis and large sample inferences based on this trimmed mean.
URI: http://hdl.handle.net/11536/29228
ISSN: 1369-1473
期刊: AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS
Volume: 43
Issue: 4
起始頁: 481
結束頁: 492
顯示於類別:期刊論文


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