EXPERIMENTAL STUDY OF STRUCTURAL ESTIMATORS AND TEST STATISTICS ASSOCIATED WITH DYNAMICAL ECONOMETRIC MODELS

被引：9

作者：

BASMANN, RL

RICHARDSON, DH

ROHR, RJ

机构：

[1] TEXAS A&M UNIV,COLLEGE STN,TX 77843

[2] UNIV KENTUCKY,LEXINGTON,KY 40506

[3] BROWN UNIV,PROVIDENCE,RI 02912

来源：

ECONOMETRICA | 1974年 / 42卷 / 04期

关键词：

D O I：

10.2307/1913940

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：717 / 730

页数：14

共 20 条

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ECONOMETRICA, 1973, 41 (01) :59-65

[13]

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[14]

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[16] APPROXIMATIONS TO DISTRIBUTION FUNCTIONS OF ORDINARY LEAST-SQUARES AND TWO-STAGE LEAST-SQUARES ESTIMATORS IN CASE OF TWO INCLUDED ENDOGENOUS VARIABLES [J].

MARIANO, RS .

ECONOMETRICA, 1973, 41 (01) :67-77

[17] DISTRIBUTION OF A STRUCTURAL T-STATISTIC FOR CASE OF 2 INCLUDED ENDOGENOUS VARIABLES [J].

RICHARDSON, DH ;

ROHR, RJ .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1971, 66 (334) :375-382

[18] EXACT DISTRIBUTION OF A STRUCTURAL COEFFICIENT ESTIMATOR [J].

RICHARDSON, DH .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1968, 63 (324) :1214-+

[19]

RICHARDSON DH, 1968, PAPERS QUANTITATIVE

[20]

RICHARDSON DH, 1970, 35 U KANS DEP EC RES

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