EFFICIENT ESTIMATION OF SIMULTANEOUS EQUATIONS WITH AUTO-REGRESSIVE ERRORS BY INSTRUMENTAL VARIABLES

被引：21
|
作者：
FAIR, RC
机构：
来源：
REVIEW OF ECONOMICS AND STATISTICS | 1972年 / 54卷 / 04期
关键词：
D O I：
10.2307/1924572
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：444 / 449
页数：6
相关论文
共 50 条
  • [31] Application of auto-regressive spectrum estimation to joint CDMA code detection and interference cancellation
    Sud, S
    [J]. 2004 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOL IV, PROCEEDINGS: AUDIO AND ELECTROACOUSTICS SIGNAL PROCESSING FOR COMMUNICATIONS, 2004, : 985 - 988
  • [32] Penalized Estimation of Sparse Markov Regime-Switching Vector Auto-Regressive Models
    Chavez-Martinez, Gilberto
    Agarwal, Ankush
    Khalili, Abbas
    Ahmed, Syed Ejaz
    [J]. TECHNOMETRICS, 2023, 65 (04) : 553 - 563
  • [33] A statistical estimation method of optimal software release timing applying auto-regressive models
    Dohi, T
    Morishita, H
    Osaki, S
    [J]. IEICE TRANSACTIONS ON FUNDAMENTALS OF ELECTRONICS COMMUNICATIONS AND COMPUTER SCIENCES, 2001, E84A (01) : 331 - 338
  • [34] Real Time Voltage Stability Margin Estimation Using Auto-regressive Models and PMUs
    Anzai, Alexandre H.
    da Silva, L. C. P.
    Freitas, Walmir
    de Almeida, Madson C.
    [J]. 2011 IEEE POWER AND ENERGY SOCIETY GENERAL MEETING, 2011,
  • [35] Fast Principal Component Auto-Regressive Algorithm for Estimation of Parameters of Radar Interference Signal
    Hussain, Md. Shahnawaz
    Pal, Srikanta
    [J]. 2019 10TH INTERNATIONAL CONFERENCE ON COMPUTING, COMMUNICATION AND NETWORKING TECHNOLOGIES (ICCCNT), 2019,
  • [36] Subjectively correlated estimation of noise due to blurriness distortion based on auto-regressive model using the Yule-Walker equations
    Nakhaei, Arash Ashtari
    Helfroush, Mohammad Sadegh
    Danyali, Habibollah
    Ghanbari, Mohammed
    [J]. IET IMAGE PROCESSING, 2018, 12 (10) : 1788 - 1796
  • [37] Simultaneous-equation estimation with no instrumental variables
    Blankmeyer, Eric
    [J]. APPLIED ECONOMICS LETTERS, 2018, 25 (15) : 1097 - 1100
  • [38] INSTRUMENTAL VARIABLES ESTIMATION IN ERRORS-IN-VARIABLES MODELS WHEN INSTRUMENTS ARE CORRELATED WITH ERRORS
    IWATA, S
    [J]. JOURNAL OF ECONOMETRICS, 1992, 53 (1-3) : 297 - 322
  • [39] INSTRUMENTAL VARIABLES ESTIMATION IN MISSPECIFIED SINGLE EQUATIONS
    SKEELS, CL
    [J]. ECONOMETRIC THEORY, 1995, 11 (03) : 498 - 529
  • [40] A Comparison between LARS and LASSO for Initialising the Time-Series Forecasting Auto-Regressive Equations
    Iturbide, Eric
    Cerda, Jaime
    Graff, Mario
    [J]. 3RD IBEROAMERICAN CONFERENCE ON ELECTRONICS ENGINEERING AND COMPUTER SCIENCE, CIIECC 2013, 2013, 7 : 282 - 288
12345