LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
暂无分享,去创建一个
[1] L. Hansen,et al. Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models , 1982 .
[2] Jerry A. Hausman,et al. An Instrumental Variable Approach to Full-Information Estimators for Linear and Non-Linear Econometric Models , 1975 .
[3] Shlomo Maital,et al. What Do Economists Know? An Empirical Study of Experts' Expectations , 1981 .
[4] C. Sims,et al. NEARLY EFFICIENT ESTIMATION OF TIME SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS , 1983 .
[5] Takeshi Amemiya,et al. The nonlinear two-stage least-squares estimator , 1974 .
[6] A. Ronald Gallant,et al. Three-stage least-squares estimation for a system of simultaneous, nonlinear, implicit equations , 1977 .
[7] T. Sargent,et al. FORMULATING AND ESTIMATING DYNAMIC LINEAR RATIONAL EXPECTATIONS MODELS , 1980 .
[8] J. Sargan. THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .
[9] R. Lucas. Econometric policy evaluation: A critique , 1976 .
[10] R. Lucas,et al. After Keynesian Macroeconomics * , 2012 .
[11] Dale W. Jorgenson,et al. Statistical inference for a system of simultaneous, non-linear, implicit equations in the context of instrumental variable estimation , 1979 .
[12] H. White,et al. NONLINEAR REGRESSION ON CROSS-SECTION DATA , 1980 .
[13] Thomas S. Ferguson,et al. A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities , 1958 .
[14] J. Doob. Stochastic processes , 1953 .
[15] L. Hansen,et al. Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis , 1980, Journal of Political Economy.
[16] Lars Peter Hansen,et al. Multiperiod Probit Models and Orthogonality Condition Estimation , 1983 .
[17] E. J. Hannan,et al. Multiple time series , 1970 .
[18] M. Degroot. Optimal Statistical Decisions , 1970 .
[19] John Huizinga,et al. Two-Step Two-Stage Least Squares Estimation in Models with Rational Expectations , 1983 .
[20] Craig S. Hakkio. Expectations and the Forward Exchange Rate , 1981 .
[21] F. Eicker. Limit Theorems for Regressions with Unequal and Dependent Errors , 1967 .
[22] P. J. Huber. The behavior of maximum likelihood estimates under nonstandard conditions , 1967 .