✦ LIBER ✦

Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration

✍ Scribed by Hsiao, Cheng

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Bias of the Two-Stage Least Squares

✍ W. M. Mikhail 📂 Article 📅 1972 🏛 American Statistical Association 🌐 English ⚖ 631 KB

Asymptotic Properties of an Iterate of t

✍ Phoebus J. Dhrymes and Vishwanath Pandit 📂 Article 📅 1972 🏛 American Statistical Association 🌐 English ⚖ 692 KB

The nonlinear two-stage least-squares es

✍ Takeshi Amemiya 📂 Article 📅 1974 🏛 Elsevier Science 🌐 English ⚖ 306 KB

Recursions for the two-stage least-squar

✍ Garry D.A. Phillips 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 529 KB

On Nagar's Approximations to Moments of

✍ A.L. Nagar and Aman Ullah 📂 Article 📅 1970 🏛 Springer-Verlag 🌐 English ⚖ 330 KB

The Exact Sampling Distribution of Ordin

✍ Sawa, Takamitsu 📂 Article 📅 1969 🏛 American Statistical Association 🌐 English ⚖ 991 KB