This paper considers the asymptotic behaviour of the ordinary least squares estimator of the coefficients of an equation from a simultaneous system. In particular, it focuses on the inconsistency of the estimator, in terms of large-sample asymptotic theory, and its consistency in terms of small-disturbance asymptotics
AbstractThis paper establishes several almost sure asymptotic properties of general autoregressive p...
At times, it is discovered that in using OLS in estimating an equation, inconsistent estimates are o...
AbstractAsymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (ME...
In practice structural equations are often estimated by least-squares, thus neglecting any simultane...
In practice structural equations are often estimated by least-squares, thus ne- glecting any simulta...
Abstract This paper analyzes conditions under which various single-equation estimators are asymptoti...
In simple static linear simultaneous equation models the empirical distributions ofIV and OLS are ex...
This diploma thesis dissertate about consistency and asymptotic representation of the least weighted...
A new approach to the choice ofeconometric estimators, called small-sigma asymptotics, is introduced...
AbstractIn a variety of statistical problems one needs to solve an equation in order to get an estim...
The asymptotic properties of the least squares estimator are derived for a non regular nonlinear mod...
AbstractLeast squares estimation of the parameters of a single input-single output linear autonomous...
This paper analyzes conditions under which various single-equation estimators are asymptot-ically no...
In completely specified models, where explicit formulae are derivable for the probabilities of obser...
This paper investigates the asymptotic properties of least squares estimates of Hammerstein-Wiener ...
AbstractThis paper establishes several almost sure asymptotic properties of general autoregressive p...
At times, it is discovered that in using OLS in estimating an equation, inconsistent estimates are o...
AbstractAsymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (ME...
In practice structural equations are often estimated by least-squares, thus neglecting any simultane...
In practice structural equations are often estimated by least-squares, thus ne- glecting any simulta...
Abstract This paper analyzes conditions under which various single-equation estimators are asymptoti...
In simple static linear simultaneous equation models the empirical distributions ofIV and OLS are ex...
This diploma thesis dissertate about consistency and asymptotic representation of the least weighted...
A new approach to the choice ofeconometric estimators, called small-sigma asymptotics, is introduced...
AbstractIn a variety of statistical problems one needs to solve an equation in order to get an estim...
The asymptotic properties of the least squares estimator are derived for a non regular nonlinear mod...
AbstractLeast squares estimation of the parameters of a single input-single output linear autonomous...
This paper analyzes conditions under which various single-equation estimators are asymptot-ically no...
In completely specified models, where explicit formulae are derivable for the probabilities of obser...
This paper investigates the asymptotic properties of least squares estimates of Hammerstein-Wiener ...
AbstractThis paper establishes several almost sure asymptotic properties of general autoregressive p...
At times, it is discovered that in using OLS in estimating an equation, inconsistent estimates are o...
AbstractAsymptotic expansions are made for the distributions of the Maximum Empirical Likelihood (ME...