Asymptotic least-squares estimation efficiency considerations and applications
From MaRDI portal
Publication:3197179
DOI10.1002/jae.3950050303zbMath0712.62104MaRDI QIDQ3197179
David A. Kodde, Franz C. Palm, Gerard A. Pfann
Publication date: 1990
Published in: Journal of Applied Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/jae.3950050303
additional information; large sample efficiency; asymptotic least-squares estimation; dynamic rational expectations factor demand model; nonlinear cross-equation restrictions
62F12: Asymptotic properties of parametric estimators
62P20: Applications of statistics to economics
Related Items
A note on the estimation and inference with quadratic inference functions for correlated outcomes, Optimal asymptotic least squares estimation in a singular set-up, Testing for separable functional structure using temporary equilibrium models, Sources of asymmetry in production factor dynamics, Double instrumental variable estimation of interaction models with big data, Estimation of household demand systems with theoretically compatible Engel curves and unit value specifications, Estimation of a censored regression panel data model using conditional moment restrictions efficiently, Aggregation of dependent risks using the Koehler-Symanowski copula function, Computing Wald criteria for nested hypotheses
Cites Work
