Optimal asymptotic least squares estimation in a singular set-up

DOI10.1016/J.ECONLET.2015.01.006zbMATH Open1321.62087OpenAlexW2066622084MaRDI QIDQ498873FDOQ498873

Authors: Antonio Diez de los Rios 

Publication date: 29 September 2015

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2015.01.006

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zbMATH Keywords

generalized inverseasymptotic optimalityminimum distance estimationauxiliary parameterssingular covariance matrix

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Analysis of variance and covariance (ANOVA) (62J10)

Cites Work

• Multivariate regression models for panel data
• Inferring the rank of a matrix
• Asymptotic Least Squares Estimators for Dynamic Games
• Asymptotic least-squares estimation efficiency considerations and applications
• Testing For Common Roots
• Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach

Cited In (2)

• On the irregular behavior of LS estimators for asymptotically singular designs
• Title not available (Why is that?)

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