A jackknife interpretation of the continuous updating estimator

DOI10.1016/S0165-1765(99)00281-5zbMath0951.91061MaRDI QIDQ1978760

Stephen G. Donald, Whitney K. Newey

Publication date: 4 June 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

generalized method of momentsbiasjackknifeinstrumental variablescontinuous updating estimator

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Cites Work

• Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
• Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• The Bias of Instrumental Variable Estimators
• Efficient Estimation of Simultaneous Equation Systems