Pages that link to "Item:Q4368686"
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The following pages link to Statistical Properties of the Two-Stage Least Squares Estimator Under Cointegration (Q4368686):
Displaying 8 items.
- Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process (Q291863) (← links)
- General linear hypotheses in a two-stage least squares estimation model (Q1189334) (← links)
- The non-monotonicity of the bias and mean squared error of the two stage least squares estimators of exogenous variable coefficients (Q1274712) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← links)
- Lag‐augmented two‐ and three‐stage least squares estimators for integrated structural dynamic models (Q3594913) (← links)
- ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY (Q3647675) (← links)
