Pages that link to "Item:Q3284260"
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The following pages link to The Estimation of Economic Relationships using Instrumental Variables (Q3284260):
Displayed 37 items.
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances (Q579812) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Covariance chains (Q882884) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
- Recursive estimation of simultaneous equation models (Q1166881) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Errors in variables in simultaneous equation models (Q1236863) (← links)
- Estimation in choice-based sampling with measurement error and bootstrap analysis (Q1361997) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems (Q1845606) (← links)
- On testing overidentifying restrictions in dynamic panel data models (Q1852907) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India (Q1867761) (← links)
- Instrumental variables in factor analysis (Q2524491) (← links)
- Regression with errors in variables: estimators based on third order moments (Q3201385) (← links)
- Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour (Q3350621) (← links)
- Using instrumental variables for selecting the order of arma models (Q3474143) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- Testing exogeneity in overidentified models (Q3598252) (← links)
- Testing in econometrics: Are economic theories testable? (Q3598292) (← links)
- Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour (Q3756386) (← links)
- Estimation of coefficients for multiple input system models without employing common denominator structure (Q3936606) (← links)
- A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
- RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126) (← links)
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure (Q5424964) (← links)
- Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure (Q5442626) (← links)
- The Algebra of Estimation in Linear Econometric Systems∗ (Q5666034) (← links)