Recursions for the two-stage least-squares estimators

DOI10.1016/0304-4076(77)90055-0zbMath0379.62094OpenAlexW1984287837MaRDI QIDQ1247154

Garry 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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (2)

Recursive stability analysis of linear regression relationships. An exploratory methodology ⋮ Kalman type filter for models with stochastic regressors and applications to econometric models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• An unbalanced jackknife
• A comparison of the power of some tests for heteroskedasticity in the general linear model
• All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model
• A Simple Test for Serial Correlation in Regression Analysis
• Quadratic Forms and Idempotent Matrices with Random Elements
• Independent Stepwise Residuals for Testing Homoscedasticity
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• SOME THEOREMS IN LEAST SQUARES
• An Inverse Matrix Adjustment Arising in Discriminant Analysis

This page was built for publication: Recursions for the two-stage least-squares estimators