Ordinary least squares estimation of simultaneous equation systems with trended data: further results

DOI10.1080/03610928508829025zbMath0611.62142OpenAlexW2044558940MaRDI QIDQ3750892

Walter Kramer

Publication date: 1985

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928508829025

zbMATH Keywords

consistencyasymptotic normalitysufficient conditionsordinary least squares estimationOLSk-class estimatorlinear simultaneous equation systems with trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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Cites Work

• On the consequences of trend for simultaneous equation estimation
• Robust regression: Asymptotics, conjectures and Monte Carlo
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