Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models (Q3354960)
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scientific article; zbMATH DE number 4205695
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| English | Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models |
scientific article; zbMATH DE number 4205695 |
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Best Nonlinear Three-Stage Least Squares Estimation of Certain Econometric Models (English)
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1991
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dynamic models
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disturbance serial correlation
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efficient instruments
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resampling
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central limit theorem
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Berry-Esseen bound
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estimation of nonlinear simultaneous equations
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transformation models
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disturbance distribution of unknown form
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lower variance bound
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instrumental variables estimates
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nonparametric regression
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empirical distribution of preliminary residuals
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stationary serial dependence
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serially dependent explanatory variables
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lagged response variables
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large-sample inference
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normal approximation
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rate of uniform convergence to normality
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0.8301738500595093
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0.8188132643699646
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0.8037741780281067
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