极端边界的渐近方差

The Asymptotic Variance of Extreme Bounds

Review of Economics and Statistics · 1990
被引 4
人大 AFT50ABS 4

中文导读

给出了Leamer(1983)极端边界方差的渐近近似,可利用标准回归输出实现。

Abstract

An asymptotic approximation to the variances of Leamer's (1983) extreme bounds is given. It can be implemented using standard regression output. Copyright 1990 by MIT Press.

极端边界渐近方差回归输出