Further Results on Zellner's Minimum Expected Loss and Full Information Maximum Likelihood Estimators for Undersized Samples
给出了在样本不足时，Zellner最小期望损失估计量存在的先验分布条件，以及全信息最大似然估计量存在的条件，并应用于Klein模型I。
The article presents a consistent set of conditions that a prior pdf for the reduced-form parameters must satisfy if Zellner's MELO estimators for the structural coefficients of a linear structural econometric model are to exist in all normal cases where the available sample is undersized. Also, the conditions under which the full information maximum likelihood estimators of structural coefficients exist are given. Finally, the article reports application of MELO estimation to Klein's Model I.