Add to ORKGwhere y,. is an m-element vector of the dependent variables of the system and w,.is an s-element vector of exogenous variables; the error term obeys where R is a stable matrix and { E:.: t = 0, k1, k 2, ,..) is a sequence of in-dependent identically distributed (i.i.d.) random variables having mean zer
This paper develops estimators for simultaneous equations with spatial autoregressive or spatial mov...
estimation problems in singular equation systems when the error vector obeys an autoregressive schem...
The performances of five estimators of linear models with Autocorrelated error terms are compared wh...
This paper considers inference procedures in a system of linear simultaneous equations with errors g...
In this paper various methods for the estimation of simultaneous equation models with lagged endogen...
Observations on N cross-section units at T time points are used to estimate a simple statistical mod...
PhDEconomicsUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157593/1/7804797.p...
We consider multivariate Markov switching first-order autoregression models with endogenous explanat...
We consider the bias of the 2SLS estimator in general dynamic simultaneousequation models with g end...
The commonly used 1-step and 2-step System GMM estimators for the panel AR(1) model are inconsisten...
In this research we develop an estimation methodology for a system of simultaneous equations where t...
Abstract We study the identi…cation and estimation of panel dynamic simultaneous equations models. W...
Dhrymes (1994, Econometric Theory, 10, 254−285) demonstrates the arising identification and estimati...
In this paper, we consider a dynamic error-components models with autocorrelated disturban...
Abstract. Vector autoregressive (VAR) models are capable of capturing the dynamic struc-ture of many...
This paper develops estimators for simultaneous equations with spatial autoregressive or spatial mov...
estimation problems in singular equation systems when the error vector obeys an autoregressive schem...
The performances of five estimators of linear models with Autocorrelated error terms are compared wh...
This paper considers inference procedures in a system of linear simultaneous equations with errors g...
In this paper various methods for the estimation of simultaneous equation models with lagged endogen...
Observations on N cross-section units at T time points are used to estimate a simple statistical mod...
PhDEconomicsUniversity of Michiganhttp://deepblue.lib.umich.edu/bitstream/2027.42/157593/1/7804797.p...
We consider multivariate Markov switching first-order autoregression models with endogenous explanat...
We consider the bias of the 2SLS estimator in general dynamic simultaneousequation models with g end...
The commonly used 1-step and 2-step System GMM estimators for the panel AR(1) model are inconsisten...
In this research we develop an estimation methodology for a system of simultaneous equations where t...
Abstract We study the identi…cation and estimation of panel dynamic simultaneous equations models. W...
Dhrymes (1994, Econometric Theory, 10, 254−285) demonstrates the arising identification and estimati...
In this paper, we consider a dynamic error-components models with autocorrelated disturban...
Abstract. Vector autoregressive (VAR) models are capable of capturing the dynamic struc-ture of many...
This paper develops estimators for simultaneous equations with spatial autoregressive or spatial mov...
estimation problems in singular equation systems when the error vector obeys an autoregressive schem...
The performances of five estimators of linear models with Autocorrelated error terms are compared wh...