Pages that link to "Item:Q1846322"

The following pages link to An efficient two-step estimator for the dynamic adjustment model with autoregressive errors (Q1846322):

Displaying 21 items.

• On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors (Q849893) (← links)
• Large sample estimation and testing procedures for dynamic equation systems (Q1135604) (← links)
• Seasonality in dynamic regression models. A comparative study of finite sample properties of various regression estimators including band spectrum regression (Q1168683) (← links)
• A note on an efficient two-step estimator (Q1221466) (← links)
• The structure of simultaneous equations estimators (Q1224409) (← links)
• Several efficient two-step estimators for the dynamic simultaneous equations model with autoregressive disturbances (Q1227431) (← links)
• Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II (Q1251045) (← links)
• Rational and polynomial lags. The finite connection (Q1255288) (← links)
• Testing for autocorrelation in the presence of lagged dependent variables (Q1318997) (← links)
• Multiple optima and asymptotic approximations in the partial adjustment model (Q1329126) (← links)
• Efficient two-step estimation via targeting (Q1676369) (← links)
• An improved selection test between autoregressive and moving average disturbances in regression models (Q1695671) (← links)
• Asymptotic accuracy of the Aitken-Markov estimator (Q3682353) (← links)
• The small sample performance of some limited information estimators of a dynamic structural equation with autocorrelated errors^† (Q3805716) (← links)
• Small sample efficiency gains from a first observation correction for hatanakafs estimator of the lagged dependent variable-serial correlation regression model (Q3805717) (← links)
• Estimation of seemingly unrelated regression with lagged dependent variables and autocorrelated errors (Q3859171) (← links)
• ADAPTIVE SEMIPARAMETRIC ESTIMATION IN THE PRESENCE OF AUTOCORRELATION OF UNKNOWN FORM (Q4012961) (← links)
• (Q4212968) (← links)
• Best Spatial Two‐Stage Least Squares Estimators for a Spatial Autoregressive Model with Autoregressive Disturbances (Q4434412) (← links)
• Testing for residual correlation of any order in the autoregressive process (Q4638732) (← links)
• Dynamic learning in a two-person experimental game (Q5941341) (← links)