Asymptotic Theory and Large Models

DOI10.2307/2525886zbMATH Open0354.62086OpenAlexW2114084367MaRDI QIDQ4125629FDOQ4125629

Authors:

Publication date: 1975

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525886

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cited In (12)

• Statistical inference in dynamic panel data models
• Optimal instruments when the disturbances are small
• Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
• Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension
• Full-information estimates of a nonlinear macroeconometric model
• On the efficient estimation methods for the macro-economic models nonlinear in variables
• AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
• IN MEMORY OF JOHN DENIS SARGAN
• J. DENIS SARGAN AND THE ORIGINS OF LSE ECONOMETRIC METHODOLOGY
• Denis Sargan: some perspectives
• A comparison of estimators for undersized samples

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