Narrow search
Showing 1 - 10 of 20
Cover Image
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D. - 2000
Persistent link: https://www.econbiz.de/10001450276
Cover Image
On Optimal Instrumental Variables Estimation of Stationary Time Series Models
West, Kenneth D. - 2000
In many time series models, an infinite number of moments can be used for estimation in a large sample. I supply a technically undemanding proof of a condition for optimal instrumental variables use of such moments in a parametric model. I also illustrate application of the condition in...
Persistent link: https://www.econbiz.de/10012471323
Cover Image
Structural error correction models : instrumental variables methods and an application to an exchange rate model
Kim, Jaebeom; Ōgaki, Masao; Yang, Minseok - 2003
Persistent link: https://www.econbiz.de/10001860026
Cover Image
Structural error correction models : a system method for linear rational expectations models and an application to an exchange rate model
Kim, Jaebeom; Ōgaki, Masao; Yang, Minseok - In: Journal of money, credit and banking : JMCB 39 (2007) 8, pp. 2057-2075
Persistent link: https://www.econbiz.de/10003603410
Cover Image
Wealth, financial literacy and behavioral biases in Japan : the effects of various types of financial literacy
Sekita, Shizuka; Kakkar, Vikas; Ōgaki, Masao - In: Journal of the Japanese and international economies : … 64 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013332013
Cover Image
Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model
West, Kenneth D.; Wilcox, David W. - 1993
Persistent link: https://www.econbiz.de/10000870288
Cover Image
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1995
Persistent link: https://www.econbiz.de/10000934955
Cover Image
Instrumental variables estimation of heteroskedastic linear models using all lags of instruments
West, Kenneth D. (contributor); Wong, Ka-fu (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001605407
Cover Image
On optimal instrumental variables estimation of stationary time series models
West, Kenneth D. - In: International economic review 42 (2001) 4, pp. 1043-1050
Persistent link: https://www.econbiz.de/10001624482
Cover Image
A comparison of alternative instrumental variables estimators of a dynamic linear model
West, Kenneth D.; Wilcox, David W. - 1994 - Rev
Persistent link: https://www.econbiz.de/10000896401