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Keyword: simultaneous equation;
3 results found.
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Yukitoshi Matsushita and Taisuke Otsu
This paper studies second-order properties of the many instruments robust t-ratios based on the limited information maximum likelihood and Fuller estimators for instrumental variable regression models under the many inst...Read more...
12 May 2020
Ramses H. Abul Naga and Frank A Cowell
The 'prediction approach' proposed by Dearden, Machin and Reed (DMR) consists in (1) regressing the observed incomes of the child and parent families on separate sets of predetermined variables, and (2) regressing the ch...Read more...
Peter M Robinson
In a number of econometric models, rules of large-sample inference require a consistent estimate of f(0), where f (?) is the spectral density matrix of yt = ut?xt, for covariance stationary vectors ut, xt. Typically yt i...Read more...