A note on approximating moments of least squares estimators

Results are presented for approximating the moments of least squares estimators, particularly those of the OLS estimator, and the methodology is illustrated using a simple dynamic model.

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Year of publication:	2014-07-24
Authors:	Liu-Evans, Gareth
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	asymptotic approximation \| bias \| least squares \| time series \| simulteneity

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Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011113794