Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration
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Publication:4368686
DOI10.2307/2971719zbMATH Open0889.90038OpenAlexW1967928918MaRDI QIDQ4368686FDOQ4368686
Authors: Cheng Hsiao 
Publication date: 4 December 1997
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2971719
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Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
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- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process
- Two stage least squares estimation in structural cointegration models
- Global temperatures and greenhouse gases: a common features approach
- General linear hypotheses in a two-stage least squares estimation model
- Test for cointegration based on two-stage least squares
- ASYMPTOTIC EFFICIENCY OF THE TWO STAGE ESTIMATOR IN I (2) SYSTEMS
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