RESISTANT ESTIMATION FOR SIMULTANEOUS-EQUATIONS MODELS USING WEIGHTED INSTRUMENTAL VARIABLES

被引：16

作者：

KRASKER, WS ^{[1
]}

WELSCH, RE ^{[1
]}

机构：

[1] MIT,CAMBRIDGE,MA 02139

来源：

ECONOMETRICA | 1985年 / 53卷 / 06期

关键词：

D O I：

10.2307/1913223

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1475 / 1488

页数：14

共 50 条

[1] A COMPARISON OF SIMULTANEOUS-EQUATIONS, WEIGHTED REGRESSION, AND NOISE-IN-VARIABLES MODELS
VAZIRINEJAD, S
SOROOSHIAN, S
[J]. APPLIED MATHEMATICS AND COMPUTATION, 1990, 40 (03) : 187 - 202
[2] IDENTIFICATION IN LINEAR SIMULTANEOUS-EQUATIONS MODELS WITH COVARIANCE RESTRICTIONS - AN INSTRUMENTAL VARIABLES INTERPRETATION
HAUSMAN, JA
TAYLOR, WE
[J]. ECONOMETRICA, 1983, 51 (05) : 1527 - 1549
[3] IDENTIFICATION AND ESTIMATION IN A SIMULTANEOUS-EQUATIONS MODEL WITH ERRORS IN THE VARIABLES
KONIJN, HS
[J]. ECONOMETRICA, 1962, 30 (01) : 79 - 87
[4] RECURSIVE INSTRUMENTAL VARIABLE ESTIMATION OF SIMULTANEOUS-EQUATIONS WITH AUTOREGRESSIVE DISTURBANCES
CHAVAS, JP
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1986, 4 (03) : 159 - 166
[5] EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS BY INSTRUMENTAL VARIABLES
BRUNDY, JM
JORGENSO.DW
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1971, 53 (03) : 207 - 224
[6] SIMULTANEOUS-EQUATIONS ESTIMATION BASED ON PRINCIPAL COMPONENTS OF PREDETERMINED VARIABLES
KLOEK, T
MENNES, LBM
[J]. ECONOMETRICA, 1960, 28 (01) : 45 - 61
[7] THE PRINCIPAL-COMPONENT-INSTRUMENTAL-VARIABLE APPROACH TO THE ESTIMATION OF SYSTEMS OF SIMULTANEOUS-EQUATIONS
TAYLOR, LD
[J]. ECONOMETRICA, 1963, 31 (04) : 738 - 739
[8] INSTRUMENTAL VARIABLE ESTIMATION OF A SIMPLE SIMULTANEOUS-EQUATIONS MODEL WITH A SINGULAR ERROR VARIANCE MATRIX
FAREBROTHER, RW
[J]. ECONOMETRIC THEORY, 1993, 9 (04) : 690 - 691
[9] SIMULTANEOUS-EQUATIONS ESTIMATION - COMPUTATIONAL ASPECTS
JENNINGS, LS
[J]. JOURNAL OF ECONOMETRICS, 1980, 12 (01) : 23 - 39
[10] FULL INFORMATION INSTRUMENTAL VARIABLES ESTIMATION OF SIMULTANEOUS EQUATIONS SYSTEMS
HAUSMAN, JA
[J]. ANNALS OF ECONOMIC AND SOCIAL MEASUREMENT, 1974, 3 (04): : 641 - 652

← 1 2 3 4 5 →