EFFICIENT ESTIMATION WITH SERIAL-CORRELATION AND LAGGED DEPENDENT-VARIABLES - SOLUTION

被引：1

作者：

NEWEY, WK ^{[1
]}

机构：

[1] PRINCETON UNIV,PRINCETON,NJ 08544

来源：

ECONOMETRIC THEORY | 1988年 / 4卷 / 02期

关键词：

D O I：

10.1017/S0266466600012184

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：355 / 356

页数：2

共 44 条

[21] TESTING FOR SERIAL CORRELATION IN LEAST-SQUARES REGRESSION WHEN SOME OF REGRESSORS ARE LAGGED DEPENDENT VARIABLES
DURBIN, J
ECONOMETRICA, 1970, 38 (03) : 410 - &
[22] THE POWER OF ALTERNATIVE TESTS FOR SERIAL-CORRELATION IN DYNAMIC-MODELS ESTIMATED BY INSTRUMENTAL VARIABLES
OWEN, AD
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1981, 12 (02) : 81 - 91
[23] SOME SMALL SAMPLE PROPERTIES OF DURBINS TESTS FOR SERIAL CORRELATION IN REGRESSION MODELS CONTAINING LAGGED DEPENDENT VARIABLES
KENKEL, JL
ECONOMETRICA, 1974, 42 (04) : 763 - 769
[24] ESTIMATION OF A 2-LEVEL DEMAND SYSTEM WITH LIMITED DEPENDENT-VARIABLES
YEN, ST
ROE, TL
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1989, 71 (01) : 85 - 98
[25] TESTING FOR SERIAL-CORRELATION BY VARIABLE ADDITION IN DYNAMIC-MODELS ESTIMATED BY INSTRUMENTAL VARIABLES
GODFREY, LG
REVIEW OF ECONOMICS AND STATISTICS, 1994, 76 (03) : 550 - 559
[26] AN EXAMINATION OF 2-STEP ESTIMATORS FOR MODELS WITH LAGGED DEPENDENT-VARIABLES AND AUTO-CORRELATED ERRORS
FOMBY, TB
GUILKEY, DK
JOURNAL OF ECONOMETRICS, 1983, 22 (03) : 291 - 300
[27] CORRECTING STATE DEPENDENCE AND SERIAL-CORRELATION IN THE RP SP COMBINED ESTIMATION METHOD
MORIKAWA, T
TRANSPORTATION, 1994, 21 (02) : 153 - 165
[28] ESTIMATING THE COVARIANCE-MATRIX FOR REGRESSION-MODELS WITH AR(1) ERRORS AND LAGGED DEPENDENT-VARIABLES
DAVIDSON, R
MACKINNON, JG
ECONOMICS LETTERS, 1980, 6 (02) : 119 - 123
[29] ON THE ESTIMATION OF PANEL-DATA MODELS WITH SERIAL-CORRELATION WHEN INSTRUMENTS ARE NOT STRICTLY EXOGENOUS
KEANE, MP
RUNKLE, DE
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1992, 10 (01) : 1 - 9
[30] A NOTE ON NONPARAMETRIC DENSITY-ESTIMATION FOR DEPENDENT-VARIABLES USING A DELTA SEQUENCE
AHMAD, IA
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1981, 33 (02) : 247 - 254

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