On the behavior of inconsistent instrumental variable estimators
暂无分享,去创建一个
[1] N. Savin,et al. Testing for Unit Roots: 1 , 1981 .
[2] J. Magnus,et al. The Commutation Matrix: Some Properties and Applications , 1979 .
[3] David F. Hendry,et al. The behaviour of inconsistent instrumental variables estimators in dynamic systems with autocorrelated errors , 1979 .
[4] P. Phillips. A General Theorem in the Theory of Asymptotic Expansions as Approximations to the Finite Sample Distributions of Econometric Estimators , 1977 .
[5] Peter C. B. Phillips,et al. Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation , 1977 .
[6] J. D. Sargan,et al. Econometric Estimators and the Edgeworth Approximation , 1976 .
[7] E. J. Hannan,et al. The Asymptotic Distribution of Serial Covariances , 1976 .
[8] D. Hendry,et al. Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares , 1974 .
[9] C. Granger,et al. Spurious regressions in econometrics , 1974 .
[10] D. H. Richardson,et al. A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators , 1971 .
[11] D. H. Richardson,et al. Least Squares and Grouping Method Estimators in the Errors in Variables Model , 1970 .
[12] K. Takeuchi. Exact Sampling Moments of the Ordinary Least Squares, Instrumental Variable, and Two-Stage Least Squares Estimators , 1970 .