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Spurious trend and cycle in the state space decomposition of a time series with a unit root
Nelson, Charles R. - 1988
Persistent link: https://www.econbiz.de/10001269083
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Valid confidence intervals and inference in the presence of weak instruments
Zivot, Eric - In: International economic review 39 (1998) 4, pp. 1119-1144
Persistent link: https://www.econbiz.de/10001338783
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Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 967-976
Persistent link: https://www.econbiz.de/10001091330
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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
Nelson, Charles R. - 1988
New results on the exact small sample distribution of the instrumental variable estimator are presented by studying an important special case. The exact closed forms for the probability density and cumulative distribution functions are given. There are a number of surprising findings. The small...
Persistent link: https://www.econbiz.de/10012476367
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Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
Nelson, Charles R. - 2010
New results on the exact small sample distribution of the instrumental variable estimator are presented by studying an important special case. The exact closed forms for the probability density and cumulative distribution functions are given. There are a number of surprising findings. The small...
Persistent link: https://www.econbiz.de/10012760034
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Some further results on the exact small sample properties of the instrumental variable estimator
Nelson, Charles R. - 1988
Persistent link: https://www.econbiz.de/10013452068