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

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Type of publication:	Book / Working Paper
Language:	English
Notes:	Liu-Evans, Gareth (2014): A note on approximating moments of least squares estimators.
Classification:	C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation
Source:	BASE

Persistent link: https://www.econbiz.de/10015243474