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.
Ghazal, G. (1987). The Exact Moments of the Two-Stage Least Squares Estimators in the General Dynamic Model. The Egyptian Statistical Journal, 31(2), 1-18. doi: 10.21608/esju.1987.428945
MLA
G.A. Ghazal. "The Exact Moments of the Two-Stage Least Squares Estimators in the General Dynamic Model", The Egyptian Statistical Journal, 31, 2, 1987, 1-18. doi: 10.21608/esju.1987.428945
HARVARD
Ghazal, G. (1987). 'The Exact Moments of the Two-Stage Least Squares Estimators in the General Dynamic Model', The Egyptian Statistical Journal, 31(2), pp. 1-18. doi: 10.21608/esju.1987.428945
VANCOUVER
Ghazal, G. The Exact Moments of the Two-Stage Least Squares Estimators in the General Dynamic Model. The Egyptian Statistical Journal, 1987; 31(2): 1-18. doi: 10.21608/esju.1987.428945
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