AN ASYMPTOCALLY UNBIASED TWO‐STAGE LEAST SQUARES ESTIMATOR OF THE STRUCTURAL DISTURBANCE VARIANCES AND THE BIAS
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Publication:4076643
DOI10.1111/j.1467-999X.1974.tb00350.xzbMath0315.62046MaRDI QIDQ4076643
Publication date: 1974
Published in: Metroeconomica (Search for Journal in Brave)
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models
62F10: Point estimation
Cites Work
