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ON THE ESTIMATION OF PANEL-DATA MODELS WITH SERIAL-CORRELATION WHEN INSTRUMENTS ARE NOT STRICTLY EXOGENOUS
被引:124
作者
:
KEANE, MP
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
KEANE, MP
RUNKLE, DE
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
RUNKLE, DE
机构
:
[1]
UNIV MINNESOTA,DEPT ECON,MINNEAPOLIS,MN 55455
[2]
FED RESERVE BANK MINNEAPOLIS,RES DEPT,MINNEAPOLIS,MN 55480
[3]
UNIV MINNESOTA,CARLSON SCH MANAGEMENT,DEPT FINANCE,MINNEAPOLIS,MN 55455
来源
:
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
|
1992年
/ 10卷
/ 01期
关键词
:
D O I
:
10.2307/1391795
中图分类号
:
F [经济];
学科分类号
:
02 ;
摘要
:
引用
收藏
页码:1 / 9
页数:9
相关论文
共 17 条
[11]
SPECIFICATION TESTS IN ECONOMETRICS
[J].
HAUSMAN, JA
论文数:
0
引用数:
0
h-index:
0
HAUSMAN, JA
.
ECONOMETRICA,
1978,
46
(06)
:1251
-1271
[12]
NEARLY EFFICIENT ESTIMATION OF TIME-SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS
[J].
论文数:
引用数:
h-index:
机构:
HAYASHI, F
;
SIMS, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV TSUKUBA,SAKURA,IBARAKI 30031,JAPAN
SIMS, C
.
ECONOMETRICA,
1983,
51
(03)
:783
-798
[13]
ESTIMATING VECTOR AUTOREGRESSIONS WITH PANEL DATA
[J].
HOLTZEAKIN, D
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
HOLTZEAKIN, D
;
NEWEY, W
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
NEWEY, W
;
ROSEN, HS
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
ROSEN, HS
.
ECONOMETRICA,
1988,
56
(06)
:1371
-1395
[14]
USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA
[J].
MADDALA, GS
论文数:
0
引用数:
0
h-index:
0
MADDALA, GS
.
ECONOMETRICA,
1971,
39
(02)
:341
-&
[15]
RUNKLE DE, 1991, J MONETARY ECON, V97, P73
[16]
THE PERMANENT INCOME HYPOTHESIS AND THE REAL INTEREST-RATE - SOME EVIDENCE FROM PANEL DATA
[J].
SHAPIRO, MD
论文数:
0
引用数:
0
h-index:
0
SHAPIRO, MD
.
ECONOMICS LETTERS,
1984,
14
(01)
:93
-100
[17]
CONSUMPTION AND LIQUIDITY CONSTRAINTS - AN EMPIRICAL-INVESTIGATION
[J].
ZELDES, SP
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
NATL BUR ECON RES,CAMBRIDGE,MA 02138
ZELDES, SP
.
JOURNAL OF POLITICAL ECONOMY,
1989,
97
(02)
:305
-346
←
1
2
→
共 17 条
[11]
SPECIFICATION TESTS IN ECONOMETRICS
[J].
HAUSMAN, JA
论文数:
0
引用数:
0
h-index:
0
HAUSMAN, JA
.
ECONOMETRICA,
1978,
46
(06)
:1251
-1271
[12]
NEARLY EFFICIENT ESTIMATION OF TIME-SERIES MODELS WITH PREDETERMINED, BUT NOT EXOGENOUS, INSTRUMENTS
[J].
论文数:
引用数:
h-index:
机构:
HAYASHI, F
;
SIMS, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV TSUKUBA,SAKURA,IBARAKI 30031,JAPAN
SIMS, C
.
ECONOMETRICA,
1983,
51
(03)
:783
-798
[13]
ESTIMATING VECTOR AUTOREGRESSIONS WITH PANEL DATA
[J].
HOLTZEAKIN, D
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
HOLTZEAKIN, D
;
NEWEY, W
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
NEWEY, W
;
ROSEN, HS
论文数:
0
引用数:
0
h-index:
0
机构:
PRINCETON UNIV,PRINCETON,NJ 08544
PRINCETON UNIV,PRINCETON,NJ 08544
ROSEN, HS
.
ECONOMETRICA,
1988,
56
(06)
:1371
-1395
[14]
USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA
[J].
MADDALA, GS
论文数:
0
引用数:
0
h-index:
0
MADDALA, GS
.
ECONOMETRICA,
1971,
39
(02)
:341
-&
[15]
RUNKLE DE, 1991, J MONETARY ECON, V97, P73
[16]
THE PERMANENT INCOME HYPOTHESIS AND THE REAL INTEREST-RATE - SOME EVIDENCE FROM PANEL DATA
[J].
SHAPIRO, MD
论文数:
0
引用数:
0
h-index:
0
SHAPIRO, MD
.
ECONOMICS LETTERS,
1984,
14
(01)
:93
-100
[17]
CONSUMPTION AND LIQUIDITY CONSTRAINTS - AN EMPIRICAL-INVESTIGATION
[J].
ZELDES, SP
论文数:
0
引用数:
0
h-index:
0
机构:
NATL BUR ECON RES,CAMBRIDGE,MA 02138
NATL BUR ECON RES,CAMBRIDGE,MA 02138
ZELDES, SP
.
JOURNAL OF POLITICAL ECONOMY,
1989,
97
(02)
:305
-346
←
1
2
→