Pages that link to "Item:Q1838019"

The following pages link to Two-step two-stage least squares estimation in models with rational expectations (Q1838019):

Displayed 8 items.

• Generalized method of moments specification testing (Q1084826) ‎ (← links)
• On estimation and testing when explanatory variables are partly endogenous (Q1318980) ‎ (← links)
• Another heteroskedasticity- and autocorrelation-consistent covariance matrix estimator (Q1362034) ‎ (← links)
• The identification of liquidity effects in the EMS: Italy 1991-1992 (Q2563569) ‎ (← links)
• Estimating Expected Exchange Rates Under Target Zone Regimes (Q4216099) ‎ (← links)
• A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) ‎ (← links)
• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) ‎ (← links)
• Econometric tests of rationality and market efficiency (Q5750316) ‎ (← links)