Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
From MaRDI portal
Publication:5681443
DOI10.2307/1913888zbMath0265.62040OpenAlexW4229768528MaRDI QIDQ5681443
Publication date: 1973
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913888
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Related Items (17)
Estimation of models with grouped and ungrouped data by means of ``2SLS ⋮ Specification tests in simultaneous equations systems ⋮ The reduced form of recursive models: Small sample properties ⋮ Identification and Kullback information in the GLSEM ⋮ Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case ⋮ Asymptotic standard errors of point elasticities calculated from simultaneous equation systems ⋮ Phoebus J. Dhrymes (1932–2016) ⋮ Estimating asymptotic standard errors and inconsistencies of impact multipliers in nonlinear econometric models ⋮ Recursive estimation of simultaneous equation models ⋮ Editorial introduction ⋮ On the existence of moments of the partially restricted reduced-form estimators from a simultaneous-equation model ⋮ On the efficient estimation methods for the macro-economic models nonlinear in variables ⋮ Polynomial operators and the asymptotic distribution of dynamic multipliers ⋮ Application of filtering methods in econometrics ⋮ Die asymptotische Verteilung des Prognosefehlers bei Prognosen mit Hilfe eines dynamischen ökonometrischen Modells höherer als erster Ordnung ⋮ Die relative asymptotische Effizienz der Prognoseschätzung mit einem ökonometrischen Modell ⋮ Reduced form estimation and prediction from uncertain structural models. A generic approach
This page was built for publication: Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency