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Abstract

Results are presented for approximating the moments of least squares estimators, particularly those of the OLS estimator, and the methodology is illustrated using a simple dynamic model.



Item Type: MPRA Paper -

Original Title: A note on approximating moments of least squares estimators-

Language: English-

Keywords: asymptotic approximation, bias, least squares, time series, simulteneity-

Subjects: C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C10 - GeneralC - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General-





Autor: Liu-Evans, Gareth

Fuente: https://mpra.ub.uni-muenchen.de/57543/







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