Ordinary least squares estimation of simultaneous equation systems with trended data: further results

DOI10.1080/03610928508829025MaRDI QIDQ3750892zbMATH OpenOpenAlexFDO

Authors Walter Krämer

Publication date 1985

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928508829025

zbMATH Keywords

asymptotic normalityconsistencyordinary least squares estimationsufficient conditionsOLSk-class estimatorlinear simultaneous equation systems with trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

Recommendations

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Cites work

• scientific article; zbMATH DE number 3131469 (Why is no real title available?)
• On the consequences of trend for simultaneous equation estimation
• Robust regression: Asymptotics, conjectures and Monte Carlo

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(5)

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• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
• scientific article; zbMATH DE number 3907632 (Why is no real title available?)
• On the consequences of trend for simultaneous equation estimation
• OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES

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