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

MaRDI QIDQ3572192zbMATH OpenFDO

Authors Yan Sun

Publication date 8 July 2010

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)

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• scientific article; zbMATH DE number 1368810

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(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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