Econometrica: Jul 1973, Volume 41, Issue 4
Approximations to the Distribution Functions of Theil's k-Class Estimators
https://doi.org/0012-9682(197307)41:4<715:ATTDFO>2.0.CO;2-L
p.
715-721
Roberto S. Mariano
For fixed sample size N, the distribution functions of the k-class estimators (k nonstochastic) are approximated up to terms whose order of magnitude is 1/@u,where @u^2 is what is referred to in the literature as the concentration parameter. Similar results are also given for the double k-class estimators.Log In To View Full Content