The Exact Moments of the Two-Stage Least Squares Estimators in the General Dynamic Model | ||||
| The Egyptian Statistical Journal | ||||
| Article 1, Volume 31, Issue 2, December 1987, Page 1-18 PDF (9.37 MB) | ||||
| Document Type: Original Article | ||||
| DOI: 10.21608/esju.1987.428945 | ||||
 View on SCiNiTO | ||||
| Author | ||||
| G.A. Ghazal | ||||
| Institute of Statistical Studies and Research, Cairo University. Egypt | ||||
| Abstract | ||||
| While there has been an extensive literature on the estimation methods (mostly large sample) for the model yt = a yt_i + XtB there has been no serious attempt on the estimation analysis for the model consdering finite sample. In the present article, we evaluat the exact moments of the two-stage least squares estimators for the parameters of the above model. | ||||
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