The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.

The Behaviour of Inconsistent Instrumental Variables Estimators in Dynamic Systems with Autocorrelated Errors.

Detalles Bibliográficos
Autor principal:	Hendry, D
Formato:	Journal article
Lenguaje:	English
Publicado:	1979

Ejemplares similares

The Limiting Distribution of Inconsistent Instrumental Variables Estimators in a Class of Stationary Stochastic Systems.
por: Hendry, D
Publicado: (1975)

The Properties of Autoregressive Instrumental Variables Estimators in Dynamic Systems.
por: Hendry, D, et al.
Publicado: (1977)

A Control Variable Investigation of the Properties of Autoregressive Instrumental Variables Estimators for Dynamic Systems.
por: Hendry, D, et al.
Publicado: (1975)

Robust estimation technique and robust autocorrelation diagnostic for multiple Linear Regression Model with autocorrelated errors
por: Lim, Hock Ann
Publicado: (2014)

On the robust parameter estimation for linear model with autocorrelated errors
por: Midi, Habshah, et al.
Publicado: (2013)

A Note on the Performance of Biased Estimators with Autocorrelated Errors
por: Gargi Tyagi, et al.
Publicado: (2017-01-01)

Using Geostatistics to Estimate the Variability of Autocorrelated Processes
por: Sueli Aparecida Mingoti, et al.
Publicado: (2010-02-01)

Using Geostatistics to Estimate the Variability of Autocorrelated Processes
por: Sueli Aparecida Mingoti, et al.
Publicado: (2010-02-01)

Estimating errors in autocorrelation functions for reliable investigations of reflection profiles
por: Yuta Maeda, et al.
Publicado: (2022-03-01)

The performance of robust two-stage estimator in nonlinear regression with autocorrelated error.
por: Riazoshams, Hossein, et al.
Publicado: (2010)

Digital instrument for measurement of autocorrelation and moments /
por: 431989 Kitai, R., et al.

Autocorrelation properties of temporal networks governed by dynamic node variables
por: Harrison Hartle, et al.
Publicado: (2025-01-01)

Estimating Systems of Dynamic Reduced Form Equations with Vector Autoregressive Errors.
por: Hendry, D, et al.
Publicado: (1976)

Robust variable selection methods for large- scale data in the presence of multicollinearity, autocorrelated errors and outliers
por: Uraibi, Hassan S.
Publicado: (2016)

Diagnostics of a Multiresponse Regression Model with Autocorrelated Errors
por: Sibnarayan Guria, et al.
Publicado: (2016-11-01)

Adjusting for Autocorrelated Errors in Neural Networks for Time Series
por: Sun, Fan-Keng
Publicado: (2022)

Instrumental variable estimation of heteroskedasticity adaptive error component models
por: Fé, E
Publicado: (2012)

Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors
por: Riazoshams, Hossein
Publicado: (2010)

Nonparametric estimation of temporal autocorrelation in FMRI
por: Woolrich, M, et al.
Publicado: (2000)

Simulation Study The Implementation of Quantile Bootstrap Method on Autocorrelated Error
por: Ovi Delviyanti Saputri, et al.
Publicado: (2018-12-01)

Approach to detecting types inconsistency errors in a program code in dynamic languages
por: I. E. Bronshteyn
Publicado: (2018-10-01)

An Estimation-Range Extended Autocorrelation-Based Frequency Estimator
por: Cui Yang, et al.
Publicado: (2009-01-01)

Autocorrelation effect on type I error rate of Revusky´s Rn test.
por: Sierra V., et al.
Publicado: (2000-01-01)

Examining the intricate relationships between forecasting errors, autocorrelation and total cost /
por: 410958 Lee, T. S., et al.

Effect of the uncertainty of autocorrelation estimation on trend analysis
por: Yu Zhou, et al.
Publicado: (2024-11-01)

Instrumental Variable Method for Regularized Estimation in Generalized Linear Measurement Error Models
por: Lin Xue, et al.
Publicado: (2024-07-01)

A Simple Test of Spatial Autocorrelation for Centered Variables
por: Jesús Mur
Publicado: (2021-05-01)

Spatial autocorrelation /
por: Cliff A. D., (Andrew David), et al.
Publicado: (1973)

Repairing Errors of Inconsistent Data Based on WFT-Nets
por: Xiaoyan Tao, et al.
Publicado: (2025-01-01)

On adding over-identifying instrumental variables to simultaneous equations.
por: Hendry, D
Publicado: (2011)

A Novel Variable Step Size Adjustment Method Based on Autocorrelation of Error Signal for the Constant Modulus Blind Equalization Algorithm
por: M. A. Demir, et al.
Publicado: (2012-04-01)

Estimation of Conditional Expected Value for Exponentially Autocorrelated Data
por: Kowalczyk Adam, et al.
Publicado: (2017-03-01)

Estimation of autocorrelation function in the form of exponent linear combination
por: I. G. Ustinova, et al.
Publicado: (2009-06-01)

Estimation of autocorrelation function in the form of exponent linear combination
por: I. G. Ustinova, et al.
Publicado: (2009-06-01)

On the Interpretation of Instrumental Variables in the Presence of Specification Errors
por: P.A.V.B. Swamy, et al.
Publicado: (2015-01-01)

Autocorrelation based channel estimation method for space-time block coding system
por: YING Ren-dong, et al.
Publicado: (2007-01-01)

Autocorrelation based channel estimation method for space-time block coding system
por: YING Ren-dong, et al.
Publicado: (2007-01-01)

Dynamic inconsistency in great apes
por: Laura Salas-Morellón, et al.
Publicado: (2024-08-01)

The DOP Estimation Method Is Biased and Inconsistent
por: Mark Johnson
Publicado: (2021-03-01)

A Method of Angle Error Extraction for BPSK Modulated Signals Based on Instantaneous Autocorrelation
por: Song Xiao-rui, et al.
Publicado: (2016-01-01)