Analytical Finite Sample Econometrics: From A. L. Nagar to Now

Yong Bao and Aman Ullah

Journal of Quantitative Economics, 2021, vol. 19, issue 1, No 3, 17-37

Abstract: Abstract Professor A.L. Nagar was a world-renowned econometrician and an international authority on finite sample econometrics with many path-breaking papers on the statistical properties of econometric estimators and test statistics. His contributions to applied econometrics have been also widely recognized. Nagar’s 1959 Econometrica paper on the so-called k-class estimators, together with a later one in 1962 on the double-k-class estimators, provided a very general framework of bias and mean squared error approximations for a large class of estimators and had motivated researchers to study a wide variety of issues such as many and weak instruments for many decades to follow. This paper reviews Nagar’s seminal contributions to analytical finite sample econometrics by providing historical backgrounds, discussing extensions and generalization of Nagar’s approach, and suggesting future directions of this literature.

Keywords: Nagar; Finite sample econometrics; k-class estimators (search for similar items in EconPapers)
JEL-codes: C10 C13 C18 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s40953-021-00261-z Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00261-z

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/40953

DOI: 10.1007/s40953-021-00261-z

Access Statistics for this article

Journal of Quantitative Economics is currently edited by Dilip Nachane and P.G. Babu

More articles in Journal of Quantitative Economics from Springer, The Indian Econometric Society (TIES) Contact information at EDIRC.
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().