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

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页码：355 / 356

页数：2

共 44 条

[31] THE DURBIN-WATSON TEST FOR SERIAL-CORRELATION - BOUNDS FOR REGRESSIONS WITH TREND AND-OR SEASONAL DUMMY VARIABLES
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ECONOMETRICA, 1981, 49 (06) : 1571 - 1581
[32] ON THE ESTIMATION OF PANEL-DATA MODELS WITH SERIAL-CORRELATION WHEN INSTRUMENTS ARE NOT STRICTLY EXOGENOUS - COMMENT
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[33] INTEGRATED MEAN-SQUARE PROPERTIES OF DENSITY-ESTIMATION BY ORTHOGONAL SERIES METHODS FOR DEPENDENT-VARIABLES
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[34] Serial correlation in water quality variables: Estimation and implications for trend analysis
Darken, PF
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[35] TRANSFORMATION OF DEPENDENT-VARIABLES AND THE FINITE-ELEMENT SOLUTION OF NON-LINEAR EVOLUTION-EQUATIONS
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[36] ESTIMATION OF SEEMINGLY UNRELATED REGRESSION WITH LAGGED DEPENDENT VARIABLES AND AUTO-CORRELATED ERRORS
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JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1980, 10 (02) : 133 - 146
[37] On the estimation of serial correlation in Markov-dependent production processes
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de Carvalho, Julia P.
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JOURNAL OF APPLIED STATISTICS, 2008, 35 (07) : 763 - 771
[38] Efficient Estimation of Mutual Information for Strongly Dependent Variables
Gao, Shuyang
Ver Steeg, Greg
Galstyan, Aram
ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 38, 2015, 38 : 277 - 286
[39] SEMIPARAMETRIC ESTIMATION OF SIMULTANEOUS-EQUATIONS WITH LIMITED DEPENDENT-VARIABLES - A CASE-STUDY OF FEMALE LABOR SUPPLY
LEE, MJ
JOURNAL OF APPLIED ECONOMETRICS, 1995, 10 (02) : 187 - 200
[40] EFFICIENT ESTIMATION OF LIMITED DEPENDENT VARIABLE MODELS WITH ENDOGENOUS EXPLANATORY VARIABLES
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JOURNAL OF ECONOMETRICS, 1987, 36 (03) : 231 - 250

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