A Unified Approach to Asymptotic Equivalence of Aitken and Feasible Aitken Instrumental Variables Estimators  

Oleh:

Mandy, David M. ; Martins-Filho, Carlos

Jenis: Article from Bulletin/Magazine
Dalam koleksi: INTERNATIONAL ECONOMIC REVIEW vol. 35 no. 4 (1994), page 957-980.
Topik: variables; unified approach; asymptotic equivalence; aitken; instrumental varaibles; estimators

Ketersediaan

Perpustakaan Pusat (Semanggi) Nomor Panggil: II49.4 Non-tandon: 1 (dapat dipinjam: 0) Tandon: tidak ada

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Isi artikel

Asymptotic equivalence of Aitken and feasible Aitken estimators in linear models with nonscalar identity error covariance matrices is usually established in a tedious case - by - case manner. Some general sufficient conditions for this equivalence exist, but there are problems with the extant conditions. These problems are discussed, and new widely applicable sufficient conditions are presented and applied to a variety of error structures.

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