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

DOI10.1080/03610928508829025zbMATH Open0611.62142OpenAlexW2044558940MaRDI QIDQ3750892FDOQ3750892

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

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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)

Cites Work

• Robust regression: Asymptotics, conjectures and Monte Carlo
• Title not available (Why is that?)
• On the consequences of trend for simultaneous equation estimation

Cited In (5)

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• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
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• OLS-BASED ASYMPTOTIC INFERENCE IN LINEAR REGRESSION MODELS WITH TRENDING REGRESSORS AND AR(p)-DISTURBANCES
• On the consequences of trend for simultaneous equation estimation

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