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A comparison of alternative instrumental variables estimators of a dynamic linear model

West, Kenneth D.; Wilcox, David W. - 1994 - Rev

Persistent link: https://www.econbiz.de/10000896401

A comparison of alternative instrumental variables estimators of a dynamic linear model

West, Kenneth D.; Wilcox, David W. - 1995

Persistent link: https://www.econbiz.de/10000934955

Generating non-standard multivariate distributions with an application to mismeasurement in the CPI

Shapiro, Matthew D.; Wilcox, David W. - 1996

Persistent link: https://www.econbiz.de/10000945148

A comparison of alternative instrumental variables estimators of a dynamic linear model

West, Kenneth D. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 281-293

Persistent link: https://www.econbiz.de/10001334395

Some evidence on the finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model

West, Kenneth D. - In: Inventory, business cycles and monetary transmission, (pp. 253-282). 1994

Persistent link: https://www.econbiz.de/10001314683

A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model

West, Kenneth D.; Wilcox, David W. - 2021

Using a dynamic linear equation that has a conditionally homoskedastic moving average disturbance, we compare two parameterizations of a commonly used instrumental variables estimator (Hansen (1982)) to one that is asymptotically optimal in a class of estimators that includes the conventional...

Persistent link: https://www.econbiz.de/10013221991

A Comparison of Alternative Instruments Variables Estimators of a Dynamic Linear Model

West, Kenneth D. - 1995

Persistent link: https://www.econbiz.de/10012473844