Finite-sample properties of single-equation estimators under structural change

DOI10.1016/0304-4076(92)90085-6zbMath0850.62904OpenAlexW2086356517MaRDI QIDQ1194028

Jiro Hodoshima

Publication date: 27 September 1992

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(92)90085-6

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• A study of estimator densities and performance under misspecification
• The Existence of Moments of k-Class Estimators
• Finite Sample Analysis of Misspecification in Simultaneous Equation Models
• Evaluation of the Distribution Function of the Limited Information Maximum Likelihood Estimator
• A Note on the Comparison of Ordinary and Two-Stage Least Squares Estimators
• Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Inference in Nonlinear Econometric Models with Structural Change
• Two-Stage Least-Squares Estimation with Shifts in the Structural Form
• The Exact Finite-Sample Distribution of the Limited-Information Maximum Likelihood Estimator in the Case of Two Included Endogenous Variables
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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