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The estimators include <jats:italic>k<\/jats:italic>-class estimators (limited information maximum likelihood, two-stage least squares, and ordinary least squares) and linear combinations of them as well as modifications of the limited information maximum likelihood estimator and several Bayes' estimators. Many inequalities between the asymptotic mean squared errors and concentrations of probability are given. Among medianunbiasedestimators, the limited information maximum likelihood estimator dominates the median-unbiased fixed <jats:italic>k<\/jats:italic>-class estimator.<\/jats:p>","DOI":"10.1017\/s026646660001135x","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:14:39Z","timestamp":1287393279000},"page":"1-32","source":"Crossref","is-referenced-by-count":28,"title":["Comparing Single-Equation Estimators in a Simultaneous Equation System"],"prefix":"10.1017","volume":"2","author":[{"given":"T. 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