Theory and method of estimation of varying coefficient macroeconomic simultaneous equations model

zbMATH Open1212.62077MaRDI QIDQ3572192FDOQ3572192

Authors: Yan Sun 

Publication date: 8 July 2010

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• scientific article; zbMATH DE number 1368810

zbMATH Keywords

asymptotic normalityconsistent convergence ratelocal linear instrumental vector estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

Cited In (4)

• Local linear estimation by IV with variable bandwidth for varying coefficient simultaneous equation models
• Local linear estimation by a generalized method of moments with variable bandwidth for varying coefficients simultaneous equations models
• On the specification and estimation of large scale simultaneous structural macroeconometric models
• Statistical analysis and evaluation of macroeconomic policies: a selective review

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