JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS

DOI10.1017/S0266466617000421zbMath1406.62096OpenAlexW2752871741MaRDI QIDQ4554605

Qiankun Zhou, Cheng Hsiao

Publication date: 9 November 2018

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466617000421

zbMATH Keywords

time seriesestimatorasymptotically unbiasedjackknife bias reduction method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Cites Work

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