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Volumn 67, Issue 3, 2000, Pages 239-243

A jackknife interpretation of the continuous updating estimator

Author keywords

C1; C2; C3; C4; Generalized Method of Moments, Jackknife, Continuous updating estimator, Bias, Instrumental variables

Indexed keywords


EID: 0034397115     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(99)00281-5     Document Type: Article
Times cited : (23)

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


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.