A General Approximation to the Distribution of Instrumental Variables Estimates
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Cited in
(14)- Least-squares, Yule-Walker, and overdetermined Yule—Walker estimation of AR parameters: a Monte Carlo analysis of finite-sample properties
- Autocovariance functions of series and of their transforms
- Recursive estimation of simultaneous equation models
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- An approximation of the distribution function of the LIML identifiability test statistic using the method of moments
- Higher-order approximations for frequency domain time series regression
- Some higher-order theory for a consistent non-parametric model specification test
- Some small-sample properties of instrumental-variables estimators of block triangular models
- Higher order approximations for Wald statistics in time series regressions with integrated processes.
- Monte Carlo methodology and the small sample behaviour of ordinary and two-stage least squares
- Mass volume curves and anomaly ranking
- Approximations of the cumulative distribution function for infinite weighted sum of random variables
- Second order approximation in a linear regression with heteroskedasticity of unknown form
- An approximation to the finite sample distribution of Zellner's seemingly unrelated regression estimator
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