EFFICIENT ESTIMATION WITH SERIAL-CORRELATION AND LAGGED DEPENDENT-VARIABLES - SOLUTION

被引：1

|

作者：

NEWEY, WK ^{[1
]}

机构：

[1] PRINCETON UNIV,PRINCETON,NJ 08544

来源：

ECONOMETRIC THEORY | 1988年 / 4卷 / 02期

关键词：

D O I：

10.1017/S0266466600012184

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：355 / 356

页数：2

相关论文

共 44 条

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[5] Lagged regression residuals and serial-correlation tests
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[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1999, 17 (02) : 236 - 247
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[7] ESTIMATION OF THE MEDIANS FOR DEPENDENT-VARIABLES
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[8] ESTIMATION OF THE MEANS OF DEPENDENT-VARIABLES
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[J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (04): : 1095 - 1111
[9] ESTIMATION OF RELATIONSHIPS FOR LIMITED DEPENDENT-VARIABLES
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[J]. ECONOMETRICA, 1958, 26 (01) : 24 - 36
[10] FINITE-SAMPLE POWER OF TESTS FOR AUTO-CORRELATION IN MODELS CONTAINING LAGGED DEPENDENT-VARIABLES
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[J]. ECONOMICS LETTERS, 1984, 14 (2-3) : 179 - 185

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