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Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system
Morimune, Kimio; Tsukuda, Yoshihiko - In: Journal of Econometrics 24 (1984) 3, pp. 279-292
Persistent link: https://www.econbiz.de/10005192487
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Decision rules for the choice of structural equations
Morimune, Kimio; Sawa, Takamitsu - In: Journal of Econometrics 14 (1980) 3, pp. 329-347
Persistent link: https://www.econbiz.de/10005052863
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Modified three-stage least squares estimator which is third-order efficient
Morimune, Kimio; Sakata, Shinichi - In: Journal of Econometrics 57 (1993) 1-3, pp. 257-276
Persistent link: https://www.econbiz.de/10005285613
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Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system
Fujikoshi, Yasunori; Morimune, Kimio; Kunitomo, Naoto; … - In: Journal of Econometrics 18 (1982) 2, pp. 191-205
Persistent link: https://www.econbiz.de/10005192648
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The numerical values of some key parameters in econometric models
Anderson, T. W.; Morimune, Kimio; Sawa, Takamitsu - In: Journal of Econometrics 21 (1983) 2, pp. 229-243
Persistent link: https://www.econbiz.de/10005192649