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The asymptotic equivalence between the iterated improved 2sls estimator and the 3sls estimator

Qian, Hailong; Schmidt, Peter - In: Econometric Reviews 16 (1997) 4, pp. 441-457

In this paper we show that the 3SLS estimator of a system of equations is asymptotically equivalent to an iterative 2SLS estimator applied to each equation, augmented with the residuals from the other equations. This result is a natural extension of Telser (1964).

Persistent link: https://www.econbiz.de/10005476088

Improved instrumental variables and generalized method of moments estimators

Qian, Hailong; Schmidt, Peter - In: Journal of Econometrics 91 (1999) 1, pp. 145-169

Persistent link: https://www.econbiz.de/10005238947

Redundancy of moment conditions

Breusch, Trevor; Qian, Hailong; Schmidt, Peter; … - In: Journal of Econometrics 91 (1999) 1, pp. 89-111

Persistent link: https://www.econbiz.de/10005238984

Partial GLS regression

Qian, Hailong; Schmidt, Peter - In: Economics Letters 79 (2003) 3, pp. 385-392

Persistent link: https://www.econbiz.de/10005362367

Efficient GMM and MD estimation of autoregressive models

Kim, Yangseon; Qian, Hailong; Schmidt, Peter - In: Economics Letters 62 (1999) 3, pp. 265-270

Persistent link: https://www.econbiz.de/10005362389

Redundancy of moment conditions in restricted GMM estimation

Qian, Hailong - In: Frontiers of economics in China : selected publications … 11 (2016) 3, pp. 468-497

Persistent link: https://www.econbiz.de/10011597964

Moment redundancy test with application to efficiency-improving copulas

Hao, Bowen; Prokhorov, Artem; Qian, Hailong - In: Economics letters 171 (2018), pp. 29-33

Persistent link: https://www.econbiz.de/10012021844

Market failure vs. system failure as a rationale for economic policy? : a critique from an evolutionary perspective

Schmidt, Peter - In: Journal of evolutionary economics : JEE 28 (2018) 4, pp. 785-803

Persistent link: https://www.econbiz.de/10011949146

The effect of car sharing on car sales

Schmidt, Peter - In: International journal of industrial organization 71 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012593008

Addressing methodological frailties in IT outsourcing surveys

Terzioğlu, Bülend; Chan, Elsie; Schmidt, Peter - In: Asia-Pacific Journal of Business Administration 5 (2013) 1, pp. 20-35

Purpose – The aim of this paper is to review 73 survey articles relating to information technology outsourcing (ITO) published by 17 information technology journals over the 20‐year period 1991‐2010. The review focuses on seven attributes of survey methodology (i.e. information on research...

Persistent link: https://www.econbiz.de/10014674232