ITERATIVE INSTRUMENTAL VARIABLES METHOD AND ESTIMATION OF A LARGE SIMULTANEOUS SYSTEM

被引：6
|
作者：
DUTTA, M
LYTTKENS, E
机构：
[1] RUTGERS STATE UNIV,DEPT ECON,NEW BRUNSWICK,NJ 08903
[2] UPPSALA UNIV,INST STATISTICS,UPPSALA,SWEDEN
来源：
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1974年 / 69卷 / 348期
关键词：
D O I：
10.2307/2286175
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：977 / 986
页数：10
相关论文
共 50 条
  • [21] INSTRUMENTAL VARIABLES ESTIMATION OF DIFFERENTIAL EQUATIONS
    ROBINSON, PM
    [J]. ECONOMETRICA, 1976, 44 (04) : 765 - 776
  • [22] Applied Nonparametric Instrumental Variables Estimation
    Horowitz, Joel L.
    [J]. ECONOMETRICA, 2011, 79 (02) : 347 - 394
  • [23] Instrumental variables estimation with panel data
    Wooldridge, JM
    [J]. ECONOMETRIC THEORY, 2005, 21 (04) : 865 - 869
  • [24] A generalized instrumental variable estimation method for errors-in-variables identification problems
    Soderstrom, Torsten
    [J]. AUTOMATICA, 2011, 47 (08) : 1656 - 1666
  • [25] ESTIMATION OF POLYNOMIAL COEFFICIENTS IN PARAMETRIC GMDH ALGORITHMS BY THE IMPROVED METHOD OF INSTRUMENTAL VARIABLES
    IVAKHNENKO, AG
    ZHOLNARSKY, AA
    [J]. AVTOMATIKA, 1992, (03): : 25 - 33
  • [26] Errors-in-variables identification using a generalized instrumental variable estimation method
    Soderstrom, Torsten
    [J]. 49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC), 2010, : 322 - 327
  • [27] A nonlinear recursive instrumental variables identification method of Hammerstein ARMAX system
    Ma, Liang
    Liu, Xinggao
    [J]. NONLINEAR DYNAMICS, 2015, 79 (02) : 1601 - 1613
  • [28] A nonlinear recursive instrumental variables identification method of Hammerstein ARMAX system
    Liang Ma
    Xinggao Liu
    [J]. Nonlinear Dynamics, 2015, 79 : 1601 - 1613
  • [29] Instrumental variables estimation with competing risk data
    Martinussen, Torben
    Vansteelandt, Stijn
    [J]. BIOSTATISTICS, 2020, 21 (01) : 158 - 171
  • [30] Instrumental variables estimation: Assumptions, pitfalls, and guidelines
    Bastardoz, Nicolas
    Matthews, Michael J.
    Sajons, Gwendolin B.
    Ransom, Tyler
    Kelemen, Thomas K.
    Matthews, Samuel H.
    [J]. LEADERSHIP QUARTERLY, 2023, 34 (01):
12345