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ASYMPTOTIC EFFICIENCY
(2)
answer(s).
Srl
Item
1
ID:
263130
Amemiya's PGLS for nonlinear two error components models
/ Institute of Social and Economic Research, Osaka University, Osaka; Yoshida, Atsushi
Institute of Social and Economic Research, Osaka University, Osaka
Article
0 Rating(s) & 0 Review(s)
Summary/Abstract
Discussion Paper No. 296
Key Words
Amemiya's PGLS
;
Nonlinear models
;
Instrumental variables method
;
Error components models
;
Heteroskedasticity
;
Asymptotic efficiency
Export
2
ID:
262242
Durbin-Wu-Hausman test for nonlinear two error components model
/ Institute of Social and Economic Research, Osaka University, Osaka; Yoshida, Atsushi
Institute of Social and Economic Research, Osaka University, Osaka
Article
0 Rating(s) & 0 Review(s)
Summary/Abstract
Discussion Paper No.300
Key Words
Amemiya's PGLS
;
Nonlinear models
;
Instrumental variables method
;
Error components models
;
Heteroskedasticity
;
Durbin-Wu-Hausman test
;
Asymptotic efficiency
Export