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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
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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
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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
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A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
West, Kenneth D.; Wilcox, David W. - 2021
Using a dynamic linear equation that has a conditionally homoskedastic moving average disturbance, we compare two parameterizations of a commonly used instrumental variables estimator (Hansen (1982)) to one that is asymptotically optimal in a class of estimators that includes the conventional...
Persistent link: https://www.econbiz.de/10013221991
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A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model
West, Kenneth D. - 1995
Using a dynamic linear equation that has a conditionally homoskedastic moving average disturbance, we compare two parameterizations of a commonly used instrumental variables estimator (Hansen (1982)) to one that is asymptotically optimal in a class of estimators that includes the conventional...
Persistent link: https://www.econbiz.de/10012473844