Two-stage Welsh's trimmed mean for the simultaneous equations model

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DC Field	Value	Language
dc.contributor.author	Chen, LA	en_US
dc.contributor.author	Liang, KY	en_US
dc.contributor.author	Liu, CC	en_US
dc.date.accessioned	2014-12-08T15:43:11Z	-
dc.date.available	2014-12-08T15:43:11Z	-
dc.date.issued	2001-12-01	en_US
dc.identifier.issn	1369-1473	en_US
dc.identifier.uri	http://hdl.handle.net/11536/29228	-
dc.description.abstract	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.	en_US
dc.language.iso	en_US	en_US
dc.subject	Aitken estimator	en_US
dc.subject	generalized least squares estimator	en_US
dc.subject	simultaneous equations model	en_US
dc.subject	trimmed mean	en_US
dc.title	Two-stage Welsh's trimmed mean for the simultaneous equations model	en_US
dc.type	Article	en_US
dc.identifier.journal	AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS	en_US
dc.citation.volume	43	en_US
dc.citation.issue	4	en_US
dc.citation.spage	481	en_US
dc.citation.epage	492	en_US
dc.contributor.department	統計學研究所	zh_TW
dc.contributor.department	Institute of Statistics	en_US
dc.identifier.wosnumber	WOS:000172499200010	-
dc.citation.woscount	0	-
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