The Existence of Moments of k-Class Estimators
The Existence of Moments of k-Class Estimators
复制标题
k 类估计矩的存在性
DOI：
--
复制
发表时间：
1980
期刊：
影响因子：
--
通讯作者：
Terrence Kinal
中科院分区：
文献类型：
--
作者：
Terrence Kinal
对于回归方程C = A，B + e，其中A是一个p x q随机矩阵，其元素独立分布并与8的元素同时相关，（3）的最小二乘估计量的第l阶矩存在当且仅当l <p-q + 1。特别地，这意味着在具有N个观测值的联立系统中，包含K1且排除K2的外生变量的方程的G1 - 1非归一化内生变量的系数的k类估计的l阶矩存在当且仅当1 < M，其中
For the regression equation C = A,B + e where A is a p x q stochastic matrix whose elements are independently distributed and contemporaneously correlated with the elements of 8, the lth moment of the least squares estimator of (3 exists if and only if l < p - q + 1. In particular, this implies that the lth moment of the k-class estimator of the coefficients of the G1 -1 non-normalizing endogenous variables of an equation with K1 included and K2 excluded exogenous variables in a simultaneous system with N observations exists if and only if 1 < M where