ESTIMATION AND INFERENCE FOR HETEROSCEDASTIC SYSTEMS OF EQUATIONS

被引:8
作者
DUNCAN, GM
机构
关键词
D O I
10.2307/2648786
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:559 / 566
页数:8
相关论文
共 14 条
[1]  
BROWN R, 1975, SSRI7521 U WISC WORK
[2]  
CHIPMAN J, 1964, J AM STATISTICAL DEC, P1078
[3]  
CHIPMAN JS, 1957, ECONOMETRICA, V25, P607
[4]  
EICKER F, 1967, 5TH P BERK S MATH ST, V1, P59
[5]   LARGE SAMPLE PROPERTIES OF GENERALIZED-METHOD OF MOMENTS ESTIMATORS [J].
HANSEN, LP .
ECONOMETRICA, 1982, 50 (04) :1029-1054
[6]  
HASENKAMP G, 1976, J ECONOMETRICS, V4, P253, DOI DOI 10.1016/0304-4076(76)90036-1
[7]   JACKKNIFING IN UNBALANCED SITUATIONS [J].
HINKLEY, DV .
TECHNOMETRICS, 1977, 19 (03) :285-292
[8]  
HUBER PJ, 1980, ROBUST STATISTICS
[9]  
KLEIN L, 1946, USE CROSS SECTION DA
[10]  
Luenberger D.G., 1997, OPTIMIZATION VECTOR