ESTIMATION AND INFERENCE FOR HETEROSCEDASTIC SYSTEMS OF EQUATIONS

[1] BROWN R, 1975, SSRI7521 U WISC WORK

[2] CHIPMAN J, 1964, J AM STATISTICAL DEC, P1078

[3] CHIPMAN JS, 1957, ECONOMETRICA, V25, P607

[4] EICKER F, 1967, 5TH P BERK S MATH ST, V1, P59

[5] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054

[6] HASENKAMP G, 1976, J ECONOMETRICS, V4, P253, DOI DOI 10.1016/0304-4076(76)90036-1

[7] JACKKNIFING IN UNBALANCED SITUATIONS [J]. TECHNOMETRICS, 1977, 19 (03) : 285 - 292

[8] HUBER PJ, 1980, ROBUST STATISTICS

[9] KLEIN L, 1946, USE CROSS SECTION DA

[10] Luenberger D.G., 1997, OPTIMIZATION VECTOR

[1] BROWN R, 1975, SSRI7521 U WISC WORK

[2] CHIPMAN J, 1964, J AM STATISTICAL DEC, P1078

[3] CHIPMAN JS, 1957, ECONOMETRICA, V25, P607

[4] EICKER F, 1967, 5TH P BERK S MATH ST, V1, P59

[5] LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J]. ECONOMETRICA, 1982, 50 (04) : 1029 - 1054

[6] HASENKAMP G, 1976, J ECONOMETRICS, V4, P253, DOI DOI 10.1016/0304-4076(76)90036-1

[7] JACKKNIFING IN UNBALANCED SITUATIONS [J]. TECHNOMETRICS, 1977, 19 (03) : 285 - 292

[8] HUBER PJ, 1980, ROBUST STATISTICS

[9] KLEIN L, 1946, USE CROSS SECTION DA

[10] Luenberger D.G., 1997, OPTIMIZATION VECTOR