MA Arellano–Bond GMM estimator, 224 first-step estimator, 222 second-step estimator, 222 Asymptotic covariance matrix, 65, 114, 234 - Seemingly unrelated regressions - Document - PDFSEARCH.IO

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	MA Arellano–Bond GMM estimator, 224 first-step estimator, 222 second-step estimator, 222 Asymptotic covariance matrix, 65, 114, 234 Add to Reading List Document Date: 2009-06-10 05:05:20 Open Document File Size: 42,29 KB Share Result on Facebook Company Cox / Ó 2009 John Wiley & Sons Inc. / Proc Import / / Country United States / / Organization RI AL / / Person Vivek B. Ajmani / Error / See Cobb-Douglas / / Position General / INDEX General / Restricted model / data-translog model / 36 regression analysis / model / / ProgrammingLanguage J / SAS system / / Technology ALPHA / 192 algorithm / IML / simulation / / SocialTag Generalized least squares Ordinary least squares Linear regression Heteroscedasticity Homoscedasticity Structural equation modeling Instrumental variable Least squares Seemingly unrelated regressions Statistics

MA Arellano–Bond GMM estimator, 224 first-step estimator, 222 second-step estimator, 222 Asymptotic covariance matrix, 65, 114, 234Add to Reading List