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  • Search: subject:"the backward orthogonal deviation"
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panel AR(p) models 1 the backward orthogonal deviation 1 the optimal instruments 1
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Hayakawa, Kazuhiko 1
Institution
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Institute of Economic Research, Hitotsubashi University 1
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Hi-Stat Discussion Paper Series 1
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RePEc 1
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A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models
Hayakawa, Kazuhiko - Institute of Economic Research, Hitotsubashi University - 2007
instruments in the backward orthogonal deviation has the same asymptotic distribution as the infeasible optimal IV estimator when … with instruments in the backward orthogonal deviation has the same asymptotic distribution as the infeasible optimal IV … errors, a simple one-step IV estimator is obtained from the backward orthogonal deviation (BOD) transformation that has the …
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