Recursions for the two-stage least-squares estimators
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Publication:1247154
DOI10.1016/0304-4076(77)90055-0zbMATH Open0379.62094OpenAlexW1984287837MaRDI QIDQ1247154FDOQ1247154
Authors: G. D. A. Phillips 
Publication date: 1977
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(77)90055-0
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Cites Work
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- An Inverse Matrix Adjustment Arising in Discriminant Analysis
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- An unbalanced jackknife
- SOME THEOREMS IN LEAST SQUARES
- Quadratic Forms and Idempotent Matrices with Random Elements
- Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
- A Simple Test for Serial Correlation in Regression Analysis
- Independent Stepwise Residuals for Testing Homoscedasticity
- All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model
Cited In (10)
- Recursive estimation for economic research: the multiple equations Case
- Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials
- Two-stage recursive least squares parameter estimation algorithm for output error models
- Recursive algorithm for the two-stage EFOP estimation method
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Two-stage least squares and indirect least squares algorithms for simultaneous equations models
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- Kalman type filter for models with stochastic regressors and applications to econometric models
- A recursive two-step method of least squares
- A recursive three-stage least squares method for large-scale systems of simultaneous equations
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