Editorial introduction
From MaRDI portal
Publication:5895139
DOI10.1016/J.JECONOM.2010.01.012zbMath1431.00039OpenAlexW4241181504MaRDI QIDQ5895139
No author found.
Publication date: 4 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2010.01.012
Applications of statistics to economics (62P20) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Biographies, obituaries, personalia, bibliographies (01A70) Collections of articles of miscellaneous specific interest (00B15)
Cites Work
- Asymptotic properties of full information estimators in dynamic autoregressive simultaneous equation models
- Specification tests in simultaneous equations systems
- Identification and Kullback information in the GLSEM
- Small Sample and Asymptotic Relations Between Maximum Likelihood and Three Stage Least Squares Estimators
- A Comparison of Some Limited Information Estimators for Dynamic Simultaneous Equations Models with Autocorrelated Errors
- Efficient Estimation of Distributed Lags with Autocorrelated Errors
- Restricted and Unrestricted Reduced Forms: Asymptotic Distribution and Relative Efficiency
- On Devising Unbiased Estimators for the Parameters of the Cobb-Douglas Production Function
This page was built for publication: Editorial introduction