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Appendix: Performance of the 2SHI Estimator Under the Generalised Pitman Nearness Criterion

Tran Hoa and Anoop Chaturvedi ()
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Tran Hoa: University of Wollongong

A chapter in WTO and World Trade, 2005, pp 267-274 from Springer

Keywords: Mean Square Error; Linear Regression Model; Multivariate Normal Distribution; Short Term Interest Rate; Quadratic Loss Function (search for similar items in EconPapers)
Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:conchp:978-3-7908-1630-3_23

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DOI: 10.1007/3-7908-1630-2_23

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