Suntory and Toyota International Centres for Economics and Related Disciplines (STICERD) LSE RSS Contact Us YouTube Twitter

Search by Keyword:
You searched for "simultaneous equation"

Econometrics Paper
Second-order refinements for t-ratios with many instruments Yukitoshi Matsushita and Taisuke Otsu
May 2020
Paper No' EM 612:
Read Abstract | Full Paper (pdf)

JEL Classification: C12; C26

Tags: simultaneous equation; many instrumental variables; higher order expansion

Econometrics Paper
Inference-without-Smoothing in the Presence of Nonparametric Autocorrelation - (Now published in 'Econometrica', 66 (1998), pp.1163-1182.) Peter M Robinson October 1997
Paper No' EM/1997/338:
Read Abstract |

Tags: autocorrelation-consistent variance estimation; long-range dependence; simultaneous equations systems.