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MULTIVARIATE TIME SERIES AND LINEAR DYNAMIC
NONLINEAR THREESTAGE LEAST SQUARES
MULTIVARIATE LOGLINEAR PROBABILITY MODELS
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algorithm alternative analog analysis applied assumption asymptotic covariance asymptotically efficient asymptotically normal avar behavior best approximant bivariate association Bivariate Interaction Effect categorical cdfT(x coefficient function component computational conditional probabilities consider consistent estimates contingency tables converge corresponding covariance matrix cross-section defined denote Department of Economics distribution disturbances econometric Econometrica Edgeworth Edited equations ERAs error curve exact aggregation models example finite first-stage follows function approximants gamma given heteroscedasticity Ifo data INSEE data instrumental variable candidates interaction configuration least squares left prime Lemma linear log-linear model log-linear probability model main effects measurable functions method minimal multivariate Nerlove observations obtained optimal OWNOCC parameter space polynomial positive semidefinite problem rational approximant rational coefficients rational functions regression Research restrictions rows S-branch sample second-stage Section serial correlation spline Statistical stochastic structure Theorem theory tions transfer function transformation trivariate University values vector zero