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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/10001398680
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The asymptotic equivalence between the iterated improved 2SLS estimator and the 3SLS estimator
Qian, Hailong - In: Econometric reviews 16 (1997) 4, pp. 441-457
Persistent link: https://www.econbiz.de/10001230023
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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/10001382169
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Partial GLS regression
Qian, Hailong; Schmidt, Peter - In: Economics letters 79 (2003) 3, pp. 385-392
Persistent link: https://www.econbiz.de/10001755298
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Improved instrumental variables and generalized method of moments estimators
Qian, Hailong; Schmidt, Peter - In: Journal of econometrics 91 (1999) 1, pp. 145-170
Persistent link: https://www.econbiz.de/10006785950
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Redundancy of moment conditions
Breusch, Trevor; Qian, Hailong; Schmidt, Peter; … - In: Journal of econometrics 91 (1999) 1, pp. 89-112
Persistent link: https://www.econbiz.de/10006785952
Cover Image
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/10006785973
Cover Image
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
Cover Image
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
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Partial GLS regression
Qian, Hailong; Schmidt, Peter - In: Economics Letters 79 (2003) 3, pp. 385-392
Persistent link: https://www.econbiz.de/10005362367