Recursions for the two-stage least-squares estimators (Q1247154)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Recursions for the two-stage least-squares estimators	scientific article

Statements

scholarly article

0 references

Recursions for the two-stage least-squares estimators (English)

0 references

Garry D. A. Phillips

0 references

Journal of Econometrics

0 references

publication date

1977

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1016/0304-4076(77)90055-0

0 references

An Inverse Matrix Adjustment Arising in Discriminant Analysis

0 references

0 references

Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis

0 references

Quadratic Forms and Idempotent Matrices with Random Elements

0 references

A comparison of the power of some tests for heteroskedasticity in the general linear model

0 references

Independent Stepwise Residuals for Testing Homoscedasticity

0 references

An unbalanced jackknife

0 references

0 references

All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model

0 references

A Simple Test for Serial Correlation in Regression Analysis

0 references

SOME THEOREMS IN LEAST SQUARES

0 references

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/0304-4076(77)90055-0

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:1247154

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1247154&oldid=34611835"