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, Pages 1-18 PDF (9.37 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1987.428945 | ||
| 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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