Recursions for the two-stage least-squares estimators

DOI10.1016/0304-4076(77)90055-0MaRDI QIDQ1247154zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• A recursive two-step method of least squares
• Publication:5751858
• Two-stage recursive least squares parameter estimation algorithm for output error models
• Recursive estimation in the general linear model
• Two Stage and Related Estimators and Their Applications
• Recursive regression estimation based on the two-time-scale stochastic approximation method and Bernstein polynomials
• An upper bound for the recursive least squares estimation error
• Recursive estimation of linear systems
• Recursive least-squares and accelerated convergence in stochastic approximation schemes

Cites work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 3433376 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• A Simple Test for Serial Correlation in Regression Analysis
• 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
• An Inverse Matrix Adjustment Arising in Discriminant Analysis
• An unbalanced jackknife
• Independent Stepwise Residuals for Testing Homoscedasticity
• Linear Dynamic Recursive Estimation from the Viewpoint of Regresion Analysis
• Quadratic Forms and Idempotent Matrices with Random Elements
• SOME THEOREMS IN LEAST SQUARES

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
• Two-stage least squares and indirect least squares algorithms for simultaneous equations models
• Recursive stability analysis of linear regression relationships. An exploratory methodology
• scientific article; zbMATH DE number 883213 (Why is no real title available?)
• 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

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

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1247154)