Author keywords
C1; C2; C3; C4; Generalized Method of Moments, Jackknife, Continuous updating estimator, Bias, Instrumental variables
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1
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0001758906
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Heteroskedasticity and autocorrelation consistent covariance matrix estimation
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Andrews D.W.K. Heteroskedasticity and autocorrelation consistent covariance matrix estimation. Econometrica. 59:1991;817-858.
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(1991)
Econometrica
, vol.59
, pp. 817-858
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Andrews, D.W.K.1
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3
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0000557496
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The bias of instrumental variables estimators
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Buse A. The bias of instrumental variables estimators. Econometrica. 60:1992;173-180.
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(1992)
Econometrica
, vol.60
, pp. 173-180
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Buse, A.1
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4
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0012892995
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unpubl. ms., Boston University and Massachusetts Institute of Technology
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Donald, S.G., Newey, W.K., 1999. Choosing the number of instruments, unpubl. ms., Boston University and Massachusetts Institute of Technology.
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(1999)
Choosing the Number of Instruments
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Donald, S.G.1
Newey, W.K.2
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6
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0000587139
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Approximate distributions of k-class estimators when the degree of overidentifiability is large compared with the sample size
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Morimune K. Approximate distributions of k-class estimators when the degree of overidentifiability is large compared with the sample size. Econometrica. 51:1983;821-841.
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(1983)
Econometrica
, vol.51
, pp. 821-841
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Morimune, K.1
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7
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0000782256
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The bias and moment matrix of the general k-class estimators of the parameters in simultaneous equations
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Nagar A.L. The bias and moment matrix of the general k-class estimators of the parameters in simultaneous equations. Econometrica. 27:1959;575-595.
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(1959)
Econometrica
, vol.27
, pp. 575-595
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Nagar, A.L.1
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8
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0000706085
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A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
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Newey W.K., West K. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. Econometrica. 55:1987;703-708.
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(1987)
Econometrica
, vol.55
, pp. 703-708
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Newey, W.K.1
West, K.2
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9
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0003239999
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Asymptotic properties of some estimators in structural models
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S. Karlin, T. Amemiya, & L.A. Goodman. New York: Academic Press
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Rothenberg T.J. Asymptotic properties of some estimators in structural models. Karlin S., Amemiya T., Goodman L.A. Studies in Econometrics, Time Series and Multivariate Statistics. 1983;Academic Press, New York.
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(1983)
Studies in Econometrics, Time Series and Multivariate Statistics
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Rothenberg, T.J.1
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